+126.2%
NTRS vs ESTC
+19.1%
+107.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.4% | -9.2% | +10.5% | +2.7% |
| 30D | -0.7% | +8.1% | -8.7% | -2.3% |
| 3M | +11.3% | +38.5% | -27.2% | +5.3% |
| 6M | +35.5% | +57.8% | -22.3% | +24.9% |
| YTD | +40.6% | +10.5% | +30.1% | +36.1% |
| 1Y | +49.2% | -6.4% | +55.6% | +47.3% |
| 3Y | +167.2% | +4.7% | +162.6% | +147.1% |
| 5Y | +94.9% | -47.8% | +142.7% | +88.8% |
| All | +126.2% | +19.1% | +107.1% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling