+49.2%
NTRS vs ESTC
-7.7%
+57.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.4% | -9.2% | +10.5% | +1.8% |
| 30D | -0.7% | +8.1% | -8.7% | -1.1% |
| 3M | +11.3% | +38.5% | -27.2% | +9.2% |
| 6M | +35.5% | +57.8% | -22.3% | +31.7% |
| YTD | +40.6% | +10.5% | +30.1% | +39.7% |
| 1Y | +49.2% | -6.4% | +55.6% | +50.2% |
| All | +49.2% | -7.7% | +57.0% | +50.2% |
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