+239.3%
NXPI vs ESTC
+23.0%
+216.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +1.0% |
| 7D | -4.4% | -11.5% | +7.2% | -1.1% |
| 30D | +5.6% | -7.5% | +13.1% | +7.6% |
| 3M | +7.6% | +23.1% | -15.5% | -0.1% |
| 6M | -17.6% | +75.3% | -92.8% | -31.9% |
| YTD | +15.9% | +14.1% | +1.8% | +6.7% |
| 1Y | +22.4% | -0.6% | +23.0% | +16.6% |
| 3Y | +43.2% | +20.8% | +22.4% | +16.3% |
| 5Y | +21.4% | -48.8% | +70.1% | +20.0% |
| All | +239.3% | +23.0% | +216.3% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling