+95.3%
NOC vs ESTC
+24.6%
+70.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +1.9% |
| 7D | -0.3% | -3.6% | +3.3% | -0.2% |
| 30D | +14.1% | -11.2% | +25.3% | +14.5% |
| 3M | -4.6% | +14.3% | -19.0% | -5.2% |
| 6M | +0.7% | +67.0% | -66.3% | -1.2% |
| YTD | -2.6% | +15.7% | -18.3% | -3.5% |
| 1Y | -1.0% | -6.3% | +5.3% | -1.2% |
| 3Y | +24.5% | +14.5% | +10.0% | +21.1% |
| 5Y | +64.3% | -49.9% | +114.2% | +66.7% |
| All | +95.3% | +24.6% | +70.7% | +59.4% |
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 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