+124.4%
NOK vs ESTC
+19.3%
+105.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.8% |
| 7D | +8.7% | -13.2% | +21.9% | +10.6% |
| 30D | +12.5% | +9.3% | +3.2% | +10.5% |
| 3M | -20.7% | +37.3% | -58.1% | -24.7% |
| 6M | +36.2% | +61.0% | -24.8% | +25.8% |
| YTD | +64.1% | +10.7% | +53.5% | +59.2% |
| 1Y | +132.4% | -7.2% | +139.6% | +130.1% |
| 3Y | +182.9% | +7.2% | +175.7% | +158.5% |
| 5Y | +102.8% | -47.7% | +150.5% | +96.2% |
| All | +124.4% | +19.3% | +105.1% | +56.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling