+391.8%
NEM vs ESTC
+24.6%
+367.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.8% | -4.0% |
| 7D | +11.6% | -3.6% | +15.2% | +11.8% |
| 30D | +1.8% | -11.2% | +13.0% | +2.3% |
| 3M | +2.5% | +14.3% | -11.8% | +1.6% |
| 6M | +3.4% | +67.0% | -63.6% | +0.5% |
| YTD | +20.9% | +15.7% | +5.3% | +19.4% |
| 1Y | +37.2% | -6.3% | +43.4% | +36.9% |
| 3Y | +271.6% | +14.5% | +257.1% | +260.8% |
| 5Y | +136.6% | -49.9% | +186.5% | +130.7% |
| All | +391.8% | +24.6% | +367.1% | +360.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling