+96.6%
USB vs ESTC
+22.9%
+73.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +2.4% | -15.9% | +18.3% | +4.3% |
| 30D | +6.6% | -5.5% | +12.1% | +7.0% |
| 3M | -4.1% | +26.2% | -30.3% | -7.3% |
| 6M | +12.5% | +77.0% | -64.6% | +3.6% |
| YTD | +17.6% | +18.9% | -1.2% | +13.6% |
| 1Y | +36.5% | +1.3% | +35.2% | +34.4% |
| All | +96.6% | +22.9% | +73.7% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling