+287.7%
UUUU vs ESTC
+19.1%
+268.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -10.5% | -9.2% | -1.3% | -7.7% |
| 30D | -10.5% | +8.1% | -18.6% | -14.4% |
| 3M | -14.1% | +38.5% | -52.6% | -24.6% |
| 6M | -35.5% | +57.8% | -93.3% | -46.5% |
| YTD | -10.9% | +10.5% | -21.5% | -17.8% |
| 1Y | +3.4% | -6.4% | +9.7% | +0.2% |
| 3Y | +73.1% | +4.7% | +68.5% | +40.5% |
| 5Y | +87.1% | -47.8% | +134.9% | +80.1% |
| All | +287.7% | +19.1% | +268.6% | +138.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling