+171.4%
NTRA vs ESTC
-49.0%
+220.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.1% |
| 7D | -0.5% | -13.2% | +12.7% | +4.3% |
| 30D | +4.3% | +9.3% | -5.0% | -0.9% |
| 3M | +50.6% | +37.3% | +13.3% | +31.6% |
| 6M | +63.9% | +61.0% | +2.9% | +34.3% |
| YTD | +42.4% | +10.7% | +31.7% | +31.6% |
| 1Y | +92.1% | -7.2% | +99.3% | +86.3% |
| 3Y | +501.7% | +7.2% | +494.6% | +372.8% |
| 5Y | +171.4% | -47.7% | +219.2% | +152.0% |
| All | +171.4% | -49.0% | +220.4% | +152.0% |
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