+337.7%
UUUU vs ESTC
+26.3%
+311.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +2.2% |
| 7D | +2.8% | -4.3% | +7.1% | +4.0% |
| 30D | +3.4% | +17.7% | -14.3% | -3.8% |
| 3M | -3.9% | +42.3% | -46.2% | -16.4% |
| 6M | -23.2% | +64.6% | -87.7% | -37.2% |
| YTD | +0.6% | +17.2% | -16.7% | -9.0% |
| 1Y | +22.9% | -4.2% | +27.1% | +18.2% |
| 3Y | +98.6% | +13.5% | +85.1% | +56.6% |
| 5Y | +130.2% | -45.5% | +175.8% | +118.4% |
| All | +337.7% | +26.3% | +311.4% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling