+212.0%
NXT vs ESTC
+37.5%
+174.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -9.4% | +2.4% | -11.8% | -9.7% |
| 30D | +15.1% | -4.2% | +19.4% | +15.5% |
| 3M | -9.1% | +2.5% | -11.6% | -10.1% |
| 6M | -30.3% | +81.5% | -111.8% | -37.0% |
| YTD | +9.1% | +16.8% | -7.8% | +5.2% |
| 1Y | +7.9% | -3.5% | +11.3% | +7.8% |
| 3Y | +176.5% | +17.7% | +158.8% | +149.9% |
| All | +212.0% | +37.5% | +174.5% | +161.7% |
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 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