+135.6%
NTAP vs ESTC
+18.0%
+117.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -15.1% | -11.5% | -3.5% | -13.5% |
| 30D | -28.1% | -7.5% | -20.5% | -27.1% |
| 3M | -11.4% | +23.1% | -34.5% | -14.2% |
| 6M | +52.2% | +75.3% | -23.1% | +41.1% |
| YTD | +60.4% | +14.1% | +46.3% | +54.4% |
| 1Y | +51.0% | -0.6% | +51.6% | +46.9% |
| 3Y | +135.6% | +20.8% | +114.7% | +122.2% |
| All | +135.6% | +18.0% | +117.6% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling