+298.8%
UTHR vs ESTC
+26.3%
+272.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +2.5% |
| 7D | -2.9% | -4.3% | +1.4% | -2.5% |
| 30D | -7.6% | +17.7% | -25.3% | -9.4% |
| 3M | -8.6% | +42.3% | -50.9% | -12.3% |
| 6M | +4.1% | +64.6% | -60.4% | -2.1% |
| YTD | +2.2% | +17.2% | -15.0% | -0.8% |
| 1Y | +26.2% | -4.2% | +30.4% | +24.8% |
| 3Y | +121.2% | +13.5% | +107.7% | +105.6% |
| 5Y | +136.5% | -45.5% | +182.1% | +140.0% |
| All | +298.8% | +26.3% | +272.5% | +186.9% |
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