+1,119.4%
NBIS vs ESTC
+8.5%
+1,110.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.7% | +11.4% | +9.2% |
| 7D | +22.2% | -4.3% | +26.5% | +23.8% |
| 30D | +29.7% | +17.7% | +12.0% | +17.4% |
| 3M | +11.9% | +42.3% | -30.4% | -9.3% |
| 6M | +173.0% | +64.6% | +108.4% | +100.3% |
| YTD | +191.4% | +17.2% | +174.2% | +161.4% |
| 1Y | +280.7% | -4.2% | +284.9% | +285.0% |
| All | +1,119.4% | +8.5% | +1,110.9% | +1,003.4% |
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 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