+76.0%
NTR vs ESTC
+19.3%
+56.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.1% |
| 7D | -2.5% | -13.2% | +10.7% | -0.9% |
| 30D | +17.0% | +9.3% | +7.7% | +15.3% |
| 3M | +22.2% | +37.3% | -15.2% | +16.9% |
| 6M | +5.2% | +61.0% | -55.8% | -1.9% |
| YTD | +29.7% | +10.7% | +19.0% | +26.1% |
| 1Y | +39.4% | -7.2% | +46.6% | +38.1% |
| 3Y | +38.2% | +7.2% | +31.0% | +27.9% |
| 5Y | +47.6% | -47.7% | +95.3% | +46.2% |
| All | +76.0% | +19.3% | +56.8% | +22.3% |
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