-57.8%
UUUU vs ESTC
+1.6%
-59.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -14.4% | -15.9% | +1.4% | -11.8% |
| 30D | -33.6% | -5.5% | -28.1% | -32.9% |
| 3M | -44.2% | +26.2% | -70.4% | -47.1% |
| 6M | -66.8% | +77.0% | -143.8% | -70.7% |
| YTD | -50.6% | +18.9% | -69.5% | -52.5% |
| 1Y | -57.8% | +1.3% | -59.1% | -55.4% |
| All | -57.8% | +1.6% | -59.3% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling