+11.0%
ESTC vs NVMI
+212.3%
-201.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -3.9% |
| 7D | -4.3% | +11.7% | -16.0% | -6.0% |
| 30D | +17.7% | -4.0% | +21.8% | +18.2% |
| 3M | +42.3% | -25.8% | +68.1% | +47.5% |
| 6M | +64.6% | -8.3% | +72.9% | +59.8% |
| YTD | +17.2% | +14.8% | +2.4% | +6.2% |
| 1Y | -4.2% | +37.9% | -42.1% | -18.5% |
| All | +11.0% | +212.3% | -201.3% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling