+127.3%
UUUU vs ESTC
-46.4%
+173.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +1.8% | -3.3% | +5.2% | +2.7% |
| 30D | +1.8% | +13.4% | -11.6% | -4.1% |
| 3M | +1.3% | +41.3% | -40.1% | -11.7% |
| 6M | -26.8% | +62.6% | -89.4% | -39.9% |
| YTD | +0.1% | +14.8% | -14.7% | -8.6% |
| 1Y | +11.2% | -5.1% | +16.3% | +7.8% |
| 3Y | +97.7% | +11.2% | +86.5% | +53.2% |
| 5Y | +127.3% | -47.0% | +174.3% | +109.4% |
| All | +127.3% | -46.4% | +173.7% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling