+1.6%
NTR vs ESTC
+82.8%
-81.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.2% |
| 30D | +2.0% | -4.2% | +6.2% | +1.7% |
| 3M | +6.4% | +2.5% | +3.9% | +6.0% |
| 6M | +1.6% | +81.5% | -79.9% | +1.5% |
| All | +1.6% | +82.8% | -81.2% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling