+673.5%
NBIS vs ESTC
+7.2%
+666.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +0.1% | +15.4% | +15.4% |
| 7D | +9.3% | -2.6% | +11.9% | +11.2% |
| 30D | -26.4% | -8.6% | -17.8% | -22.7% |
| 3M | -19.9% | +14.4% | -34.3% | -25.7% |
| 6M | -16.9% | +73.3% | -90.2% | -39.3% |
| YTD | +84.8% | +15.7% | +69.1% | +68.6% |
| 1Y | +51.3% | -7.6% | +58.9% | +59.5% |
| All | +673.5% | +7.2% | +666.3% | +611.5% |
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 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