+62.3%
NUE vs ESTC
+11.7%
+50.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.5% |
| 7D | +1.8% | -4.3% | +6.1% | +2.1% |
| 30D | -6.0% | +17.7% | -23.7% | -7.6% |
| 3M | +1.4% | +42.3% | -40.9% | -2.2% |
| 6M | +52.8% | +64.6% | -11.7% | +44.6% |
| YTD | +58.1% | +17.2% | +40.9% | +54.9% |
| 1Y | +80.4% | -4.2% | +84.6% | +80.8% |
| 3Y | +62.3% | +13.5% | +48.8% | +61.4% |
| All | +62.3% | +11.7% | +50.6% | +61.4% |
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