+166.9%
NOW vs ESTC
+24.6%
+142.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.3% | -1.6% |
| 7D | -8.7% | -3.6% | -5.2% | -7.3% |
| 30D | -29.3% | -11.2% | -18.1% | -25.2% |
| 3M | -21.8% | +14.3% | -36.2% | -26.9% |
| 6M | +9.2% | +67.0% | -57.7% | -12.6% |
| YTD | -35.0% | +15.7% | -50.6% | -39.3% |
| 1Y | -42.5% | -6.3% | -36.3% | -42.0% |
| 3Y | -21.5% | +14.5% | -36.0% | -35.6% |
| 5Y | -25.8% | -49.9% | +24.1% | -20.2% |
| All | +166.9% | +24.6% | +142.3% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling