+250.4%
NXPI vs ESTC
+28.9%
+221.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.9% | -1.6% | +2.0% |
| 7D | -0.3% | -1.2% | +0.9% | +0.1% |
| 30D | +12.7% | -8.1% | +20.8% | +15.1% |
| 3M | +7.5% | +20.2% | -12.7% | +0.4% |
| 6M | -12.3% | +72.7% | -85.1% | -27.1% |
| YTD | +19.7% | +19.6% | 0.0% | +8.8% |
| 1Y | +27.6% | +0.3% | +27.3% | +21.5% |
| 3Y | +50.0% | +22.8% | +27.1% | +21.5% |
| 5Y | +27.2% | -50.9% | +78.0% | +28.5% |
| All | +250.4% | +28.9% | +221.4% | +105.7% |
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