+60.7%
NOK vs ESTC
-52.1%
+112.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +5.4% | +2.4% | +2.9% | +5.1% |
| 30D | -14.1% | -4.2% | -9.9% | -13.6% |
| 3M | -23.6% | +2.5% | -26.0% | -24.0% |
| 6M | -45.1% | +81.5% | -126.6% | -49.2% |
| YTD | +24.7% | +16.8% | +7.9% | +21.2% |
| 1Y | +19.0% | -3.5% | +22.5% | +18.3% |
| 3Y | +147.0% | +17.7% | +129.3% | +124.6% |
| All | +60.7% | -52.1% | +112.8% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling