+183.7%
NOK vs ESTC
+11.7%
+171.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.7% | +9.9% | +6.3% |
| 7D | +7.3% | -4.3% | +11.5% | +7.4% |
| 30D | +13.8% | +17.7% | -3.9% | +12.9% |
| 3M | -27.0% | +42.3% | -69.3% | -28.2% |
| 6M | +37.6% | +64.6% | -27.0% | +34.6% |
| YTD | +64.6% | +17.2% | +47.4% | +63.8% |
| 1Y | +132.0% | -4.2% | +136.2% | +133.0% |
| 3Y | +183.7% | +13.5% | +170.1% | +176.4% |
| All | +183.7% | +11.7% | +171.9% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling