-47.6%
NIO vs ESTC
+24.6%
-72.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -2.6% |
| 7D | +2.8% | -3.6% | +6.4% | +4.1% |
| 30D | -8.4% | -11.2% | +2.8% | -4.7% |
| 3M | -32.0% | +14.3% | -46.3% | -36.6% |
| 6M | -43.9% | +67.0% | -110.9% | -55.3% |
| YTD | -35.7% | +15.7% | -51.3% | -42.8% |
| 1Y | -51.1% | -6.3% | -44.9% | -53.2% |
| 3Y | -54.7% | +14.5% | -69.2% | -66.6% |
| 5Y | -91.7% | -49.9% | -41.8% | -91.9% |
| All | -47.6% | +24.6% | -72.2% | -65.2% |
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