+46.5%
NTR vs ESTC
-47.6%
+94.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.3% | -9.2% | +7.9% | -0.7% |
| 30D | +16.8% | +8.1% | +8.7% | +15.9% |
| 3M | +20.7% | +38.5% | -17.7% | +17.5% |
| 6M | +0.5% | +57.8% | -57.3% | -3.4% |
| YTD | +29.2% | +10.5% | +18.6% | +27.4% |
| 1Y | +39.6% | -6.4% | +46.0% | +39.3% |
| 3Y | +37.9% | +4.7% | +33.2% | +32.0% |
| All | +46.5% | -47.6% | +94.0% | +39.5% |
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