+109.8%
NSC vs ESTC
+28.9%
+80.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.0% | +1.3% |
| 7D | -5.4% | -1.2% | -4.2% | -5.2% |
| 30D | +2.9% | -8.1% | +11.1% | +3.8% |
| 3M | -2.2% | +20.2% | -22.3% | -4.9% |
| 6M | +5.3% | +72.7% | -67.5% | -2.7% |
| YTD | +14.8% | +19.6% | -4.9% | +10.3% |
| 1Y | +16.6% | +0.3% | +16.3% | +14.4% |
| 3Y | +78.6% | +22.8% | +55.8% | +62.5% |
| 5Y | +27.2% | -50.9% | +78.0% | +28.0% |
| All | +109.8% | +28.9% | +80.9% | +42.1% |
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