+136.5%
NEE vs ESTC
+31.2%
+105.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.7% | -0.5% |
| 7D | +1.9% | -8.1% | +10.1% | +2.5% |
| 30D | -2.2% | +31.7% | -33.8% | -4.2% |
| 3M | -1.2% | +41.1% | -42.2% | -3.8% |
| 6M | -8.6% | +77.1% | -85.6% | -12.8% |
| YTD | +6.2% | +21.7% | -15.5% | +4.0% |
| 1Y | +21.1% | +8.4% | +12.7% | +19.4% |
| 3Y | +36.4% | +23.6% | +12.8% | +27.4% |
| 5Y | +11.4% | -46.5% | +57.8% | +9.1% |
| All | +136.5% | +31.2% | +105.3% | +90.9% |
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