+74.9%
NOK vs ESTC
+27.2%
+47.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.2% |
| 7D | +11.0% | +5.8% | +5.2% | +10.2% |
| 30D | -16.0% | -5.6% | -10.4% | -15.3% |
| 3M | -19.8% | +15.4% | -35.2% | -21.7% |
| 6M | -37.1% | +77.8% | -114.9% | -42.3% |
| YTD | +28.0% | +18.1% | +9.9% | +23.3% |
| 1Y | +17.9% | -3.7% | +21.6% | +16.7% |
| 3Y | +152.7% | +16.9% | +135.8% | +129.1% |
| 5Y | +62.3% | -51.2% | +113.5% | +59.9% |
| All | +74.9% | +27.2% | +47.7% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling