+199.3%
URI vs ESTC
-48.1%
+247.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.9% | +2.0% | +5.9% |
| 7D | -4.0% | -1.2% | -2.8% | -3.7% |
| 30D | +6.8% | -8.1% | +14.9% | +8.4% |
| 3M | -2.8% | +20.2% | -23.0% | -7.1% |
| 6M | +20.9% | +72.7% | -51.9% | +6.2% |
| YTD | +40.2% | +19.6% | +20.6% | +32.2% |
| 1Y | +34.1% | +0.3% | +33.8% | +31.0% |
| 3Y | +164.1% | +22.8% | +141.3% | +130.3% |
| 5Y | +199.3% | -50.9% | +250.2% | +161.7% |
| All | +199.3% | -48.1% | +247.4% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling