+366.5%
UTHR vs ESTC
+28.9%
+337.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.2% | +3.2% |
| 7D | -2.3% | -1.2% | -1.1% | -2.2% |
| 30D | +6.1% | -8.1% | +14.2% | +6.9% |
| 3M | +8.1% | +20.2% | -12.1% | +5.6% |
| 6M | +3.1% | +72.7% | -69.6% | -3.4% |
| YTD | +19.5% | +19.6% | -0.1% | +15.7% |
| 1Y | +29.7% | +0.3% | +29.5% | +27.8% |
| 3Y | +162.7% | +22.8% | +139.9% | +141.9% |
| 5Y | +192.8% | -50.9% | +243.7% | +205.5% |
| All | +366.5% | +28.9% | +337.5% | +234.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling