+137.8%
NI vs ESTC
+24.7%
+113.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.6% | -2.6% | +3.2% | +0.7% |
| 30D | +11.2% | -8.6% | +19.8% | +11.6% |
| 3M | +9.2% | +14.4% | -5.2% | +8.2% |
| 6M | -1.8% | +73.3% | -75.1% | -4.8% |
| YTD | +12.0% | +15.7% | -3.7% | +10.6% |
| 1Y | +6.4% | -7.6% | +14.0% | +6.3% |
| 3Y | +99.4% | +14.6% | +84.8% | +92.8% |
| 5Y | +113.1% | -50.0% | +163.2% | +112.5% |
| All | +137.8% | +24.7% | +113.1% | +97.0% |
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