+127.3%
NOK vs ESTC
+23.7%
+103.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | +9.3% | -3.3% | +12.7% | +9.7% |
| 30D | +17.9% | +13.4% | +4.4% | +15.2% |
| 3M | -22.3% | +41.3% | -63.6% | -26.5% |
| 6M | +36.4% | +62.6% | -26.2% | +25.9% |
| YTD | +66.3% | +14.8% | +51.5% | +60.6% |
| 1Y | +134.4% | -5.1% | +139.5% | +131.5% |
| 3Y | +186.6% | +11.2% | +175.4% | +160.7% |
| 5Y | +102.7% | -47.0% | +149.7% | +96.0% |
| All | +127.3% | +23.7% | +103.7% | +58.1% |
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