-45.8%
NIO vs ESTC
+23.0%
-68.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.2% | +3.7% | +5.1% |
| 7D | +5.6% | -11.5% | +17.1% | +10.3% |
| 30D | -4.2% | -7.5% | +3.3% | -1.9% |
| 3M | -26.3% | +23.1% | -49.4% | -33.2% |
| 6M | -42.5% | +75.3% | -117.8% | -55.1% |
| YTD | -33.5% | +14.1% | -47.6% | -40.6% |
| 1Y | -52.7% | -0.6% | -52.1% | -55.8% |
| 3Y | -57.5% | +20.8% | -78.3% | -69.6% |
| 5Y | -92.0% | -48.8% | -43.2% | -92.3% |
| All | -45.8% | +23.0% | -68.8% | -63.8% |
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