+19.3%
ESTC vs NVMI
+1,332.6%
-1,313.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.7% |
| 7D | -13.2% | +3.8% | -16.9% | -14.6% |
| 30D | +9.3% | -7.6% | +16.9% | +12.0% |
| 3M | +37.3% | -28.0% | +65.3% | +51.2% |
| 6M | +61.0% | -15.3% | +76.3% | +58.1% |
| YTD | +10.7% | +11.5% | -0.8% | -7.7% |
| 1Y | -7.2% | +31.6% | -38.8% | -30.8% |
| 3Y | +7.2% | +207.0% | -199.8% | -59.7% |
| 5Y | -47.7% | +262.8% | -310.6% | -82.8% |
| All | +19.3% | +1,332.6% | -1,313.3% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling