+22.7%
USB vs ESTC
-51.6%
+74.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.4% |
| 7D | -1.5% | -18.5% | +17.0% | +0.8% |
| 30D | +4.3% | -11.0% | +15.3% | +5.5% |
| 3M | -6.1% | +20.8% | -26.8% | -8.8% |
| 6M | +9.4% | +67.9% | -58.5% | +1.6% |
| YTD | +15.2% | +11.6% | +3.6% | +11.8% |
| 1Y | +32.8% | -3.3% | +36.0% | +30.9% |
| 3Y | +91.3% | +16.4% | +74.9% | +78.7% |
| 5Y | +22.7% | -49.9% | +72.5% | +5.1% |
| All | +22.7% | -51.6% | +74.3% | +5.1% |
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