+425.1%
NEM vs ESTC
+31.2%
+394.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.6% |
| 7D | +0.3% | -8.1% | +8.4% | +0.7% |
| 30D | +23.1% | +31.7% | -8.6% | +21.2% |
| 3M | +18.5% | +41.1% | -22.6% | +16.3% |
| 6M | +7.8% | +77.1% | -69.3% | +4.4% |
| YTD | +29.1% | +21.7% | +7.4% | +27.3% |
| 1Y | +72.7% | +8.4% | +64.3% | +71.0% |
| 3Y | +248.7% | +23.6% | +225.1% | +237.4% |
| 5Y | +148.7% | -46.5% | +195.1% | +141.8% |
| All | +425.1% | +31.2% | +394.0% | +391.1% |
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