+111.2%
NSC vs ESTC
+24.6%
+86.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +1.0% |
| 7D | -3.4% | -3.6% | +0.1% | -3.0% |
| 30D | +3.6% | -11.2% | +14.8% | +4.8% |
| 3M | -1.4% | +14.3% | -15.7% | -3.6% |
| 6M | +6.0% | +67.0% | -61.0% | -1.7% |
| YTD | +15.5% | +15.7% | -0.2% | +11.5% |
| 1Y | +16.2% | -6.3% | +22.5% | +15.1% |
| 3Y | +76.9% | +14.5% | +62.4% | +62.5% |
| 5Y | +29.3% | -49.9% | +79.2% | +29.3% |
| All | +111.2% | +24.6% | +86.5% | +43.6% |
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