+265.2%
NXPI vs ESTC
+27.2%
+238.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.4% |
| 7D | +9.4% | +5.8% | +3.6% | +7.7% |
| 30D | +18.1% | -5.6% | +23.7% | +19.7% |
| 3M | +15.0% | +15.4% | -0.4% | +8.7% |
| 6M | -8.4% | +77.8% | -86.2% | -24.5% |
| YTD | +24.8% | +18.1% | +6.7% | +13.8% |
| 1Y | +33.3% | -3.7% | +37.0% | +28.4% |
| 3Y | +51.0% | +16.9% | +34.1% | +24.3% |
| 5Y | +34.5% | -51.2% | +85.8% | +36.2% |
| All | +265.2% | +27.2% | +238.0% | +115.1% |
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 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