+193.5%
NRG vs ESTC
-47.6%
+241.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.7% | -9.2% | +4.5% | -3.7% |
| 30D | -6.0% | +8.1% | -14.0% | -7.2% |
| 3M | -8.0% | +38.5% | -46.4% | -12.1% |
| 6M | -23.2% | +57.8% | -80.9% | -28.3% |
| YTD | -28.1% | +10.5% | -38.6% | -29.9% |
| 1Y | -27.3% | -6.4% | -20.9% | -27.8% |
| 3Y | +208.7% | +4.7% | +204.0% | +195.4% |
| All | +193.5% | -47.6% | +241.0% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling