+131.1%
NTAP vs ESTC
-46.4%
+177.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.8% |
| 7D | -0.8% | -8.1% | +7.3% | +0.5% |
| 30D | -0.5% | +31.7% | -32.2% | -5.4% |
| 3M | +4.1% | +41.1% | -37.0% | -2.2% |
| 6M | +88.0% | +77.1% | +10.9% | +70.4% |
| YTD | +75.6% | +21.7% | +53.9% | +67.1% |
| 1Y | +58.9% | +8.4% | +50.5% | +52.9% |
| 3Y | +153.6% | +23.6% | +130.0% | +125.7% |
| All | +131.1% | -46.4% | +177.4% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling