+1,031.9%
NBIS vs ESTC
+12.7%
+1,019.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.5% | +12.0% | +9.3% |
| 7D | +8.2% | -8.1% | +16.3% | +11.7% |
| 30D | +3.4% | +31.7% | -28.3% | -11.1% |
| 3M | -12.8% | +41.1% | -53.9% | -28.3% |
| 6M | +131.5% | +77.1% | +54.5% | +63.6% |
| YTD | +170.5% | +21.7% | +148.8% | +139.4% |
| 1Y | +248.8% | +8.4% | +240.4% | +224.8% |
| All | +1,031.9% | +12.7% | +1,019.3% | +910.5% |
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 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