+116.1%
NI vs ESTC
+23.7%
+92.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.5% |
| 7D | +1.3% | -3.3% | +4.6% | +1.4% |
| 30D | -0.3% | +13.4% | -13.7% | -1.0% |
| 3M | -9.5% | +41.3% | -50.8% | -11.1% |
| 6M | -10.2% | +62.6% | -72.8% | -12.7% |
| YTD | +1.8% | +14.8% | -13.0% | +0.7% |
| 1Y | +5.7% | -5.1% | +10.7% | +5.4% |
| 3Y | +69.6% | +11.2% | +58.5% | +64.3% |
| 5Y | +95.8% | -47.0% | +142.8% | +94.1% |
| All | +116.1% | +23.7% | +92.4% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling