+146.8%
NUE vs ESTC
-46.4%
+193.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -2.3% | -3.3% | +1.1% | -1.9% |
| 30D | -6.1% | +13.4% | -19.5% | -8.1% |
| 3M | +1.7% | +41.3% | -39.7% | -3.7% |
| 6M | +53.1% | +62.6% | -9.5% | +41.5% |
| YTD | +59.0% | +14.8% | +44.3% | +53.5% |
| 1Y | +85.3% | -5.1% | +90.4% | +83.2% |
| 3Y | +63.2% | +11.2% | +52.1% | +51.0% |
| 5Y | +146.8% | -47.0% | +193.8% | +114.8% |
| All | +146.8% | -46.4% | +193.2% | +114.8% |
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