+51.2%
NXPI vs ESTC
+14.8%
+36.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +6.8% | +2.4% | +4.4% | +6.4% |
| 30D | +20.0% | -4.2% | +24.3% | +20.7% |
| 3M | +14.8% | +2.5% | +12.4% | +13.7% |
| 6M | -10.5% | +81.5% | -92.0% | -19.5% |
| YTD | +23.7% | +16.8% | +6.9% | +19.5% |
| 1Y | +34.1% | -3.5% | +37.5% | +33.9% |
| 3Y | +51.2% | +17.7% | +33.5% | +47.0% |
| All | +51.2% | +14.8% | +36.5% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling