+290.6%
NEM vs ESTC
+20.1%
+270.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.3% | +3.3% |
| 7D | +14.7% | -1.2% | +15.9% | +14.8% |
| 30D | +6.2% | -8.1% | +14.3% | +6.5% |
| 3M | +11.0% | +20.2% | -9.2% | +10.0% |
| 6M | +7.9% | +72.7% | -64.8% | +5.1% |
| YTD | +26.2% | +19.6% | +6.5% | +25.2% |
| 1Y | +51.5% | +0.3% | +51.2% | +51.6% |
| 3Y | +290.6% | +22.8% | +267.8% | +277.6% |
| All | +290.6% | +20.1% | +270.5% | +277.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling