+204.5%
NXPI vs ESTC
+26.3%
+178.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +1.9% | -0.7% |
| 7D | +0.7% | -4.3% | +5.0% | +1.6% |
| 30D | -6.6% | +17.7% | -24.3% | -11.9% |
| 3M | -25.4% | +42.3% | -67.7% | -33.8% |
| 6M | +11.9% | +64.6% | -52.6% | -6.2% |
| YTD | +4.0% | +17.2% | -13.2% | -4.6% |
| 1Y | +1.0% | -4.2% | +5.2% | -2.5% |
| 3Y | +16.3% | +13.5% | +2.8% | -3.3% |
| 5Y | +17.7% | -45.5% | +63.2% | +14.2% |
| All | +204.5% | +26.3% | +178.2% | +80.4% |
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