-38.7%
NOW vs ESTC
+1.6%
-40.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | -27.5% | -15.9% | -11.7% | -18.2% |
| 30D | -20.0% | -5.5% | -14.5% | -16.7% |
| 3M | -7.9% | +26.2% | -34.1% | -23.2% |
| 6M | +18.3% | +77.0% | -58.7% | -20.3% |
| YTD | -29.0% | +18.9% | -47.8% | -46.2% |
| 1Y | -38.7% | +1.3% | -40.0% | -53.5% |
| All | -38.7% | +1.6% | -40.3% | -53.5% |
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