+163.1%
NTAP vs ESTC
+28.9%
+134.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.9% | -0.8% | +3.2% |
| 7D | -5.0% | -1.2% | -3.8% | -4.7% |
| 30D | -25.8% | -8.1% | -17.6% | -24.5% |
| 3M | -6.9% | +20.2% | -27.1% | -10.5% |
| 6M | +50.0% | +72.7% | -22.7% | +34.6% |
| YTD | +66.9% | +19.6% | +47.3% | +58.4% |
| 1Y | +58.3% | +0.3% | +58.0% | +54.3% |
| 3Y | +145.1% | +22.8% | +122.3% | +115.3% |
| 5Y | +114.2% | -50.9% | +165.1% | +114.0% |
| All | +163.1% | +28.9% | +134.1% | +80.5% |
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