+47.4%
NTRS vs ESTC
+7.3%
+40.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.2% |
| 7D | -0.1% | -8.1% | +8.0% | +0.2% |
| 30D | +1.2% | +31.7% | -30.5% | -0.1% |
| 3M | +8.3% | +41.1% | -32.7% | +6.5% |
| 6M | +30.0% | +77.1% | -47.1% | +25.7% |
| YTD | +38.0% | +21.7% | +16.3% | +36.6% |
| 1Y | +47.4% | +8.4% | +39.0% | +47.1% |
| All | +47.4% | +7.3% | +40.1% | +47.1% |
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