+581.0%
URI vs ESTC
+20.3%
+560.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.1% | -1.0% | -5.7% |
| 7D | -12.9% | -18.5% | +5.6% | -8.8% |
| 30D | -3.4% | -11.0% | +7.6% | -1.0% |
| 3M | -10.0% | +20.8% | -30.8% | -15.1% |
| 6M | +12.2% | +67.9% | -55.7% | -3.5% |
| YTD | +29.8% | +11.6% | +18.1% | +22.0% |
| 1Y | +24.6% | -3.3% | +27.9% | +20.8% |
| 3Y | +137.6% | +16.4% | +121.2% | +103.2% |
| 5Y | +176.6% | -49.9% | +226.5% | +175.6% |
| All | +581.0% | +20.3% | +560.7% | +299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling