+636.0%
URI vs ESTC
+28.9%
+607.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.9% | +2.0% | +5.8% |
| 7D | -4.0% | -1.2% | -2.8% | -3.7% |
| 30D | +6.8% | -8.1% | +14.9% | +8.7% |
| 3M | -2.8% | +20.2% | -23.0% | -8.0% |
| 6M | +20.9% | +72.7% | -51.9% | +3.5% |
| YTD | +40.2% | +19.6% | +20.6% | +29.8% |
| 1Y | +34.1% | +0.3% | +33.8% | +29.1% |
| 3Y | +164.1% | +22.8% | +141.3% | +123.6% |
| 5Y | +199.3% | -50.9% | +250.2% | +202.3% |
| All | +636.0% | +28.9% | +607.1% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling