+270.8%
NRG vs ESTC
+19.1%
+251.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.7% | -9.2% | +4.5% | -3.4% |
| 30D | -6.0% | +8.1% | -14.0% | -7.6% |
| 3M | -8.0% | +38.5% | -46.4% | -13.2% |
| 6M | -23.2% | +57.8% | -80.9% | -29.6% |
| YTD | -28.1% | +10.5% | -38.6% | -30.7% |
| 1Y | -27.3% | -6.4% | -20.9% | -28.3% |
| 3Y | +208.7% | +4.7% | +204.0% | +187.7% |
| 5Y | +197.7% | -47.8% | +245.4% | +196.1% |
| All | +270.8% | +19.1% | +251.7% | +168.0% |
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