+56.4%
NU vs ESTC
+14.8%
+41.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.8% | +11.9% |
| 7D | +9.9% | +2.4% | +7.5% | +9.5% |
| 30D | -11.5% | -4.2% | -7.2% | -11.2% |
| 3M | -5.1% | +2.5% | -7.6% | -6.1% |
| 6M | +3.1% | +81.5% | -78.4% | -6.7% |
| YTD | -21.0% | +16.8% | -37.9% | -24.0% |
| 1Y | -15.2% | -3.5% | -11.8% | -16.0% |
| 3Y | +56.4% | +17.7% | +38.7% | +46.8% |
| All | +56.4% | +14.8% | +41.7% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling