+291.0%
NRG vs ESTC
+26.3%
+264.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.0% |
| 7D | +9.3% | -4.3% | +13.5% | +9.8% |
| 30D | +1.3% | +17.7% | -16.4% | -1.7% |
| 3M | -6.0% | +42.3% | -48.3% | -11.7% |
| 6M | -22.0% | +64.6% | -86.5% | -28.9% |
| YTD | -24.1% | +17.2% | -41.3% | -27.5% |
| 1Y | -18.0% | -4.2% | -13.8% | -19.4% |
| 3Y | +220.0% | +13.5% | +206.5% | +194.7% |
| 5Y | +201.1% | -45.5% | +246.7% | +198.1% |
| All | +291.0% | +26.3% | +264.7% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling