+360.2%
NUE vs ESTC
+25.9%
+334.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.3% |
| 7D | +2.8% | +2.4% | +0.4% | +2.4% |
| 30D | -2.1% | -4.2% | +2.2% | -1.7% |
| 3M | -7.3% | +2.5% | -9.8% | -8.3% |
| 6M | +8.9% | +81.5% | -72.6% | -1.5% |
| YTD | +55.6% | +16.8% | +38.8% | +48.7% |
| 1Y | +74.7% | -3.5% | +78.1% | +71.5% |
| 3Y | +71.7% | +17.7% | +53.9% | +56.4% |
| 5Y | +141.2% | -51.7% | +193.0% | +137.1% |
| All | +360.2% | +25.9% | +334.3% | +219.4% |
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 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