+149.8%
NUE vs ESTC
-49.1%
+199.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | +6.1% | +5.8% | +0.4% | +5.4% |
| 30D | +2.7% | -5.6% | +8.3% | +3.3% |
| 3M | -3.8% | +15.4% | -19.3% | -6.3% |
| 6M | +14.0% | +77.8% | -63.8% | +4.3% |
| YTD | +61.2% | +18.1% | +43.1% | +54.8% |
| 1Y | +77.8% | -3.7% | +81.5% | +75.7% |
| 3Y | +78.2% | +16.9% | +61.3% | +63.9% |
| 5Y | +149.8% | -51.2% | +201.1% | +102.5% |
| All | +149.8% | -49.1% | +199.0% | +102.5% |
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