+41.5%
NU vs ESTC
-34.5%
+76.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -4.9% | -9.2% | +4.3% | -1.6% |
| 30D | +7.8% | +8.1% | -0.3% | +2.7% |
| 3M | +20.9% | +38.5% | -17.5% | +3.7% |
| 6M | +0.9% | +57.8% | -56.9% | -19.3% |
| YTD | -12.7% | +10.5% | -23.2% | -20.7% |
| 1Y | -6.4% | -6.4% | 0.0% | -10.5% |
| 3Y | +98.1% | +4.7% | +93.4% | +46.1% |
| All | +41.5% | -34.5% | +76.1% | +7.9% |
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