+103.5%
NU vs ESTC
+7.0%
+96.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.6% |
| 7D | -4.2% | -13.2% | +9.0% | -2.5% |
| 30D | +10.0% | +9.3% | +0.7% | +8.0% |
| 3M | +29.3% | +37.3% | -8.1% | +22.2% |
| 6M | +0.9% | +61.0% | -60.1% | -7.3% |
| YTD | -10.3% | +10.7% | -20.9% | -12.9% |
| 1Y | -3.2% | -7.2% | +4.0% | -3.7% |
| All | +103.5% | +7.0% | +96.5% | +90.4% |
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