+97.3%
UUUU vs ESTC
+25.9%
+71.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -1.1% | +2.4% | -3.5% | -1.7% |
| 30D | -21.0% | -4.2% | -16.7% | -19.8% |
| 3M | -54.8% | +2.5% | -57.3% | -55.8% |
| 6M | -67.3% | +81.5% | -148.8% | -74.0% |
| YTD | -54.7% | +16.8% | -71.5% | -58.9% |
| 1Y | -57.4% | -3.5% | -54.0% | -58.8% |
| 3Y | -19.6% | +17.7% | -37.4% | -37.1% |
| 5Y | -40.0% | -51.7% | +11.7% | -40.5% |
| All | +97.3% | +25.9% | +71.4% | +19.1% |
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