+146.2%
NEE vs ESTC
+28.9%
+117.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.4% |
| 7D | +2.2% | -1.2% | +3.3% | +2.2% |
| 30D | +12.3% | -8.1% | +20.4% | +12.7% |
| 3M | +3.4% | +20.2% | -16.8% | +1.7% |
| 6M | -5.3% | +72.7% | -78.1% | -9.5% |
| YTD | +10.6% | +19.6% | -9.1% | +8.2% |
| 1Y | +6.5% | +0.3% | +6.2% | +5.6% |
| 3Y | +73.5% | +22.8% | +50.7% | +62.0% |
| 5Y | +17.0% | -50.9% | +67.8% | +15.5% |
| All | +146.2% | +28.9% | +117.3% | +98.5% |
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 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