+40.1%
NTR vs ESTC
-7.6%
+47.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.7% |
| 7D | -2.5% | -13.2% | +10.7% | -3.3% |
| 30D | +17.0% | +9.3% | +7.7% | +17.9% |
| 3M | +22.2% | +37.3% | -15.2% | +25.3% |
| 6M | +5.2% | +61.0% | -55.8% | +9.6% |
| YTD | +29.7% | +10.7% | +19.0% | +32.2% |
| All | +40.1% | -7.6% | +47.8% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling