+1,101.8%
NBIS vs ESTC
+6.3%
+1,095.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -0.6% |
| 7D | +17.8% | -3.3% | +21.1% | +18.8% |
| 30D | +30.5% | +13.4% | +17.1% | +20.1% |
| 3M | +9.2% | +41.3% | -32.1% | -11.4% |
| 6M | +153.2% | +62.6% | +90.6% | +86.3% |
| YTD | +187.1% | +14.8% | +172.4% | +159.8% |
| 1Y | +151.1% | -5.1% | +156.2% | +154.6% |
| All | +1,101.8% | +6.3% | +1,095.5% | +996.5% |
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 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