+4.4%
NI vs ESTC
-8.5%
+12.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.8% |
| 7D | -0.6% | -13.2% | +12.6% | -1.3% |
| 30D | -1.4% | +9.3% | -10.7% | -0.6% |
| 3M | -10.6% | +37.3% | -47.9% | -8.6% |
| 6M | -9.9% | +61.0% | -70.9% | -6.9% |
| YTD | +1.2% | +10.7% | -9.5% | +3.9% |
| 1Y | +4.4% | -7.2% | +11.6% | +9.4% |
| All | +4.4% | -8.5% | +12.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling