+83.6%
NOC vs ESTC
+23.7%
+59.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -1.6% | -3.3% | +1.8% | -1.5% |
| 30D | -10.4% | +13.4% | -23.8% | -10.8% |
| 3M | -5.6% | +41.3% | -46.9% | -6.8% |
| 6M | -30.4% | +62.6% | -93.0% | -31.7% |
| YTD | -8.5% | +14.8% | -23.2% | -9.2% |
| 1Y | -8.3% | -5.1% | -3.3% | -8.6% |
| 3Y | +28.2% | +11.2% | +17.1% | +24.9% |
| 5Y | +56.7% | -47.0% | +103.7% | +58.0% |
| All | +83.6% | +23.7% | +59.9% | +49.9% |
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