-48.2%
NKE vs ESTC
+19.1%
-67.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -9.2% | +5.0% | -2.3% |
| 30D | -8.2% | +8.1% | -16.3% | -10.1% |
| 3M | -19.1% | +38.5% | -57.6% | -24.8% |
| 6M | -32.6% | +57.8% | -90.4% | -39.6% |
| YTD | -40.7% | +10.5% | -51.3% | -43.2% |
| 1Y | -48.9% | -6.4% | -42.5% | -49.7% |
| 3Y | -59.2% | +4.7% | -63.9% | -63.3% |
| 5Y | -75.3% | -47.8% | -27.6% | -76.1% |
| All | -48.2% | +19.1% | -67.3% | -64.1% |
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 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