+45.2%
NU vs ESTC
-32.0%
+77.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.4% |
| 7D | -2.6% | -3.3% | +0.8% | -1.5% |
| 30D | +8.2% | +13.4% | -5.2% | +1.3% |
| 3M | +26.3% | +41.3% | -15.1% | +7.6% |
| 6M | +2.2% | +62.6% | -60.3% | -19.1% |
| YTD | -10.4% | +14.8% | -25.2% | -19.7% |
| 1Y | -3.0% | -5.1% | +2.1% | -7.5% |
| 3Y | +120.3% | +11.2% | +109.1% | +58.0% |
| All | +45.2% | -32.0% | +77.2% | +9.2% |
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