+111.9%
NOK vs ESTC
+31.2%
+80.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +3.2% |
| 7D | -1.8% | -8.1% | +6.3% | -0.8% |
| 30D | +4.7% | +31.7% | -27.0% | +0.3% |
| 3M | -39.7% | +41.1% | -80.7% | -42.8% |
| 6M | +23.1% | +77.1% | -54.0% | +12.4% |
| YTD | +55.0% | +21.7% | +33.3% | +48.6% |
| 1Y | +118.0% | +8.4% | +109.7% | +111.4% |
| 3Y | +170.5% | +23.6% | +146.9% | +142.1% |
| 5Y | +84.9% | -46.5% | +131.3% | +78.9% |
| All | +111.9% | +31.2% | +80.8% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling