+25.6%
NOC vs ESTC
+18.2%
+7.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -2.5% |
| 7D | -5.2% | -8.1% | +2.9% | -5.2% |
| 30D | -7.2% | +31.7% | -38.9% | -7.2% |
| 3M | -5.1% | +41.1% | -46.2% | -5.0% |
| 6M | -31.1% | +77.1% | -108.1% | -31.0% |
| YTD | -8.6% | +21.7% | -30.3% | -8.6% |
| 1Y | -9.7% | +8.4% | -18.1% | -9.7% |
| All | +25.6% | +18.2% | +7.4% | +24.4% |
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 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