+17.0%
NEE vs ESTC
-48.1%
+65.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.3% |
| 7D | +2.2% | -1.2% | +3.3% | +2.2% |
| 30D | +12.3% | -8.1% | +20.4% | +12.5% |
| 3M | +3.4% | +20.2% | -16.8% | +2.2% |
| 6M | -5.3% | +72.7% | -78.1% | -8.2% |
| YTD | +10.6% | +19.6% | -9.1% | +9.3% |
| 1Y | +6.5% | +0.3% | +6.2% | +6.4% |
| 3Y | +73.5% | +22.8% | +50.7% | +63.5% |
| 5Y | +17.0% | -50.9% | +67.8% | +10.5% |
| All | +17.0% | -48.1% | +65.0% | +10.5% |
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