+31.2%
ESTC vs NVMI
+1,356.4%
-1,325.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.5% | -10.0% | -6.8% |
| 7D | -8.1% | +6.6% | -14.7% | -10.7% |
| 30D | +31.7% | -7.5% | +39.2% | +34.8% |
| 3M | +41.1% | -28.5% | +69.5% | +55.6% |
| 6M | +77.1% | -15.7% | +92.8% | +74.0% |
| YTD | +21.7% | +13.3% | +8.4% | +0.9% |
| 1Y | +8.4% | +48.3% | -39.9% | -24.0% |
| 3Y | +23.6% | +191.2% | -167.6% | -51.6% |
| 5Y | -46.5% | +268.7% | -315.1% | -82.5% |
| All | +31.2% | +1,356.4% | -1,325.2% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling