+111.1%
NSC vs ESTC
+25.9%
+85.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +2.5% | +2.4% | +0.1% | +2.2% |
| 30D | +1.7% | -4.2% | +5.9% | +2.0% |
| 3M | -2.6% | +2.5% | -5.0% | -3.4% |
| 6M | +6.4% | +81.5% | -75.1% | -2.2% |
| YTD | +15.5% | +16.8% | -1.4% | +11.3% |
| 1Y | +17.6% | -3.5% | +21.0% | +16.0% |
| 3Y | +75.0% | +17.7% | +57.2% | +60.1% |
| 5Y | +32.2% | -51.7% | +83.9% | +33.3% |
| All | +111.1% | +25.9% | +85.2% | +43.4% |
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 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