+98.3%
USB vs ESTC
+25.2%
+73.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.2% |
| 7D | +1.4% | -8.1% | +9.5% | +2.3% |
| 30D | -1.3% | +31.7% | -33.0% | -4.8% |
| 3M | +15.2% | +41.1% | -25.8% | +10.1% |
| 6M | +18.8% | +77.1% | -58.2% | +9.8% |
| YTD | +21.0% | +21.7% | -0.7% | +17.0% |
| 1Y | +34.0% | +8.4% | +25.6% | +30.9% |
| All | +98.3% | +25.2% | +73.1% | +88.3% |
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