+114.6%
NI vs ESTC
+31.2%
+83.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | -0.5% |
| 7D | +2.0% | -8.1% | +10.1% | +2.4% |
| 30D | -3.5% | +31.7% | -35.2% | -4.9% |
| 3M | -9.1% | +41.1% | -50.2% | -10.7% |
| 6M | -11.8% | +77.1% | -88.9% | -14.5% |
| YTD | +1.1% | +21.7% | -20.6% | -0.3% |
| 1Y | +6.7% | +8.4% | -1.7% | +5.7% |
| 3Y | +71.1% | +23.6% | +47.5% | +64.8% |
| 5Y | +94.3% | -46.5% | +140.8% | +93.0% |
| All | +114.6% | +31.2% | +83.5% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling