+244.4%
NXT vs ESTC
+34.2%
+210.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.2% | +3.1% | +5.0% |
| 7D | +32.2% | -11.5% | +43.8% | +34.3% |
| 30D | +21.9% | -7.5% | +29.5% | +23.0% |
| 3M | +6.6% | +23.1% | -16.5% | +2.4% |
| 6M | -16.8% | +75.3% | -92.1% | -24.4% |
| YTD | +20.4% | +14.1% | +6.3% | +16.5% |
| 1Y | -1.5% | -0.6% | -1.0% | -2.3% |
| 3Y | +182.4% | +20.8% | +161.6% | +153.3% |
| All | +244.4% | +34.2% | +210.2% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling