-74.9%
NKE vs ESTC
-46.4%
-28.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -2.3% | -3.3% | +1.0% | -1.8% |
| 30D | -10.4% | +13.4% | -23.8% | -12.9% |
| 3M | -15.5% | +41.3% | -56.8% | -21.5% |
| 6M | -32.6% | +62.6% | -95.2% | -39.6% |
| YTD | -39.8% | +14.8% | -54.6% | -42.6% |
| 1Y | -47.6% | -5.1% | -42.5% | -48.4% |
| 3Y | -59.0% | +11.2% | -70.2% | -63.6% |
| 5Y | -74.9% | -47.0% | -28.0% | -77.1% |
| All | -74.9% | -46.4% | -28.6% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling