+367.7%
NUE vs ESTC
+26.3%
+341.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.3% |
| 7D | +1.8% | -4.3% | +6.1% | +2.3% |
| 30D | -6.0% | +17.7% | -23.7% | -8.7% |
| 3M | +1.4% | +42.3% | -40.9% | -4.4% |
| 6M | +52.8% | +64.6% | -11.7% | +40.1% |
| YTD | +58.1% | +17.2% | +40.9% | +51.4% |
| 1Y | +80.4% | -4.2% | +84.6% | +77.4% |
| 3Y | +62.3% | +13.5% | +48.8% | +48.7% |
| 5Y | +146.2% | -45.5% | +191.7% | +137.3% |
| All | +367.7% | +26.3% | +341.4% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling