+153.4%
NEM vs ESTC
-47.2%
+200.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.6% |
| 7D | +3.9% | -4.3% | +8.1% | +4.1% |
| 30D | +12.7% | +17.7% | -5.0% | +11.4% |
| 3M | +28.7% | +42.3% | -13.6% | +25.6% |
| 6M | +9.8% | +64.6% | -54.8% | +6.0% |
| YTD | +28.1% | +17.2% | +10.9% | +26.3% |
| 1Y | +69.3% | -4.2% | +73.6% | +68.9% |
| 3Y | +247.7% | +13.5% | +234.1% | +234.1% |
| 5Y | +153.4% | -45.5% | +198.9% | +139.6% |
| All | +153.4% | -47.2% | +200.6% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling