+132.4%
NOK vs ESTC
-8.5%
+140.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.3% |
| 7D | +8.7% | -13.2% | +21.9% | +8.5% |
| 30D | +12.5% | +9.3% | +3.2% | +12.3% |
| 3M | -20.7% | +37.3% | -58.1% | -20.9% |
| 6M | +36.2% | +61.0% | -24.8% | +36.4% |
| YTD | +64.1% | +10.7% | +53.5% | +70.0% |
| 1Y | +132.4% | -7.2% | +139.6% | +142.9% |
| All | +132.4% | -8.5% | +140.9% | +142.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling