+558.8%
URI vs ESTC
+31.2%
+527.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.6% |
| 7D | -2.0% | -8.1% | +6.1% | -0.1% |
| 30D | -12.9% | +31.7% | -44.6% | -19.2% |
| 3M | -6.7% | +41.1% | -47.8% | -15.3% |
| 6M | +19.0% | +77.1% | -58.1% | +0.6% |
| YTD | +25.5% | +21.7% | +3.8% | +16.0% |
| 1Y | +5.5% | +8.4% | -2.8% | -0.6% |
| 3Y | +111.3% | +23.6% | +87.7% | +78.3% |
| 5Y | +198.6% | -46.5% | +245.0% | +193.7% |
| All | +558.8% | +31.2% | +527.7% | +280.2% |
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 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