+111.3%
NSC vs ESTC
+31.2%
+80.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.0% |
| 7D | -5.5% | -8.1% | +2.6% | -4.6% |
| 30D | -3.2% | +31.7% | -34.9% | -6.7% |
| 3M | +7.7% | +41.1% | -33.4% | +2.7% |
| 6M | +4.5% | +77.1% | -72.5% | -3.8% |
| YTD | +15.6% | +21.7% | -6.1% | +11.2% |
| 1Y | +19.8% | +8.4% | +11.5% | +16.5% |
| 3Y | +70.1% | +23.6% | +46.5% | +54.8% |
| 5Y | +46.1% | -46.5% | +92.6% | +44.7% |
| All | +111.3% | +31.2% | +80.1% | +43.2% |
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