+77.8%
NUE vs ESTC
+16.0%
+61.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | +6.1% | +5.8% | +0.4% | +5.6% |
| 30D | +2.7% | -5.6% | +8.3% | +3.1% |
| 3M | -3.8% | +15.4% | -19.3% | -5.5% |
| 6M | +14.0% | +77.8% | -63.8% | +7.0% |
| YTD | +61.2% | +18.1% | +43.1% | +57.6% |
| 1Y | +77.8% | -3.7% | +81.5% | +78.3% |
| All | +77.8% | +16.0% | +61.9% | +76.6% |
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