+112.5%
NET vs ESTC
-46.4%
+158.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | +1.1% |
| 7D | -7.0% | -8.1% | +1.1% | -1.6% |
| 30D | -4.8% | +31.7% | -36.5% | -23.4% |
| 3M | +3.8% | +41.1% | -37.2% | -21.0% |
| 6M | +50.0% | +77.1% | -27.0% | -3.4% |
| YTD | +41.5% | +21.7% | +19.8% | +16.1% |
| 1Y | +32.8% | +8.4% | +24.5% | +15.5% |
| 3Y | +335.9% | +23.6% | +312.3% | +152.6% |
| All | +112.5% | -46.4% | +158.8% | +145.4% |
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 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