+182.0%
NTAP vs ESTC
+26.3%
+155.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.6% |
| 7D | +3.3% | -4.3% | +7.6% | +4.0% |
| 30D | -0.2% | +17.7% | -17.9% | -3.9% |
| 3M | +11.4% | +42.3% | -30.9% | +3.3% |
| 6M | +88.7% | +64.6% | +24.1% | +70.1% |
| YTD | +78.9% | +17.2% | +61.7% | +70.3% |
| 1Y | +58.8% | -4.2% | +63.0% | +55.6% |
| 3Y | +153.5% | +13.5% | +140.0% | +125.3% |
| 5Y | +136.7% | -45.5% | +182.3% | +129.7% |
| All | +182.0% | +26.3% | +155.7% | +94.0% |
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