-51.3%
NIO vs ESTC
+27.2%
-78.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.0% | -7.9% | -6.6% |
| 7D | -4.7% | +5.8% | -10.5% | -6.7% |
| 30D | -14.3% | -5.6% | -8.7% | -12.9% |
| 3M | -32.8% | +15.4% | -48.2% | -37.6% |
| 6M | -49.8% | +77.8% | -127.6% | -60.9% |
| YTD | -40.2% | +18.1% | -58.3% | -47.2% |
| 1Y | -52.7% | -3.7% | -49.0% | -55.2% |
| 3Y | -57.9% | +16.9% | -74.7% | -69.2% |
| 5Y | -92.9% | -51.2% | -41.6% | -92.9% |
| All | -51.3% | +27.2% | -78.5% | -67.9% |
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