+71.1%
NEM vs ESTC
-6.1%
+77.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.3% |
| 7D | +3.1% | -3.3% | +6.4% | +3.1% |
| 30D | +10.0% | +13.4% | -3.5% | +9.8% |
| 3M | +30.9% | +41.3% | -10.4% | +29.9% |
| 6M | +10.5% | +62.6% | -52.1% | +10.5% |
| YTD | +29.7% | +14.8% | +15.0% | +32.7% |
| 1Y | +71.1% | -5.1% | +76.2% | +81.4% |
| All | +71.1% | -6.1% | +77.2% | +81.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling