-47.0%
ESTC vs NVMI
+274.3%
-321.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -3.3% | +6.9% | -10.3% | -5.6% |
| 30D | +13.4% | -2.8% | +16.3% | +13.7% |
| 3M | +41.3% | -27.3% | +68.7% | +52.8% |
| 6M | +62.6% | -13.7% | +76.3% | +58.7% |
| YTD | +14.8% | +13.8% | +0.9% | -3.0% |
| 1Y | -5.1% | +34.9% | -39.9% | -27.6% |
| 3Y | +11.2% | +213.5% | -202.4% | -57.1% |
| 5Y | -47.0% | +272.5% | -319.4% | -82.3% |
| All | -47.0% | +274.3% | -321.3% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling