+70.6%
NI vs ESTC
+11.7%
+58.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.3% |
| 7D | +2.3% | -4.3% | +6.6% | +2.3% |
| 30D | -1.7% | +17.7% | -19.4% | -1.9% |
| 3M | -8.0% | +42.3% | -50.3% | -8.5% |
| 6M | -8.6% | +64.6% | -73.2% | -9.4% |
| YTD | +2.3% | +17.2% | -14.9% | +2.5% |
| 1Y | +6.9% | -4.2% | +11.1% | +7.9% |
| 3Y | +70.6% | +13.5% | +57.0% | +65.6% |
| All | +70.6% | +11.7% | +58.8% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling