+1,040.6%
NBIS vs ESTC
+2.5%
+1,038.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.6% | -1.5% | -3.7% |
| 7D | +8.3% | -13.2% | +21.5% | +14.2% |
| 30D | +18.1% | +9.3% | +8.7% | +10.3% |
| 3M | +7.8% | +37.3% | -29.6% | -11.7% |
| 6M | +136.6% | +61.0% | +75.6% | +73.8% |
| YTD | +172.5% | +10.7% | +161.9% | +150.3% |
| 1Y | +144.3% | -7.2% | +151.4% | +148.8% |
| All | +1,040.6% | +2.5% | +1,038.1% | +956.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling