+105.2%
NSC vs ESTC
+23.0%
+82.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.1% | -3.1% |
| 7D | -6.6% | -11.5% | +4.9% | -5.3% |
| 30D | +2.2% | -7.5% | +9.7% | +2.9% |
| 3M | -6.2% | +23.1% | -29.3% | -9.1% |
| 6M | +1.7% | +75.3% | -73.6% | -6.2% |
| YTD | +12.2% | +14.1% | -1.9% | +8.5% |
| 1Y | +15.4% | -0.6% | +16.0% | +13.3% |
| 3Y | +73.3% | +20.8% | +52.5% | +57.8% |
| 5Y | +24.7% | -48.8% | +73.4% | +23.8% |
| All | +105.2% | +23.0% | +82.2% | +39.8% |
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