+308.1%
UUUU vs ESTC
+19.3%
+288.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.6% | -2.7% | -5.2% |
| 7D | -5.0% | -13.2% | +8.1% | -0.6% |
| 30D | -7.8% | +9.3% | -17.1% | -12.1% |
| 3M | -0.4% | +37.3% | -37.8% | -12.4% |
| 6M | -32.9% | +61.0% | -93.9% | -44.8% |
| YTD | -6.3% | +10.7% | -16.9% | -13.5% |
| 1Y | +7.9% | -7.2% | +15.1% | +4.9% |
| 3Y | +85.2% | +7.2% | +78.0% | +48.8% |
| 5Y | +97.0% | -47.7% | +144.7% | +89.5% |
| All | +308.1% | +19.3% | +288.8% | +150.6% |
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