+113.1%
NI vs ESTC
-51.0%
+164.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.6% | -2.6% | +3.2% | +0.6% |
| 30D | +11.2% | -8.6% | +19.8% | +11.4% |
| 3M | +9.2% | +14.4% | -5.2% | +8.6% |
| 6M | -1.8% | +73.3% | -75.1% | -3.7% |
| YTD | +12.0% | +15.7% | -3.7% | +11.3% |
| 1Y | +6.4% | -7.6% | +14.0% | +6.7% |
| 3Y | +99.4% | +14.6% | +84.8% | +95.0% |
| 5Y | +113.1% | -50.0% | +163.2% | +98.5% |
| All | +113.1% | -51.0% | +164.1% | +98.5% |
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