+121.8%
NRG vs ESTC
+14.8%
+107.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | +10.0% | +2.4% | +7.6% | +9.7% |
| 30D | -3.2% | -4.2% | +1.0% | -2.9% |
| 3M | -18.5% | +2.5% | -21.0% | -19.1% |
| 6M | -25.3% | +81.5% | -106.8% | -31.6% |
| YTD | -38.1% | +16.8% | -55.0% | -39.8% |
| 1Y | -40.7% | -3.5% | -37.2% | -40.5% |
| 3Y | +121.8% | +17.7% | +104.0% | +118.8% |
| All | +121.8% | +14.8% | +107.0% | +118.8% |
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