+22.7%
NXT vs ESTC
+7.3%
+15.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +1.1% |
| 7D | -1.1% | -8.1% | +7.0% | -1.3% |
| 30D | -15.3% | +31.7% | -47.0% | -15.1% |
| 3M | -43.8% | +41.1% | -84.8% | -43.4% |
| 6M | -18.7% | +77.1% | -95.7% | -16.0% |
| YTD | -3.0% | +21.7% | -24.7% | +3.0% |
| 1Y | +22.7% | +8.4% | +14.3% | +36.7% |
| All | +22.7% | +7.3% | +15.5% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling