+175.3%
NOW vs ESTC
+24.7%
+150.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | -5.6% | -2.6% | -2.9% | -4.4% |
| 30D | -26.8% | -8.6% | -18.2% | -23.6% |
| 3M | -19.4% | +14.4% | -33.8% | -24.7% |
| 6M | +12.3% | +73.3% | -61.0% | -11.5% |
| YTD | -32.9% | +15.7% | -48.7% | -37.4% |
| 1Y | -40.3% | -7.6% | -32.7% | -39.4% |
| 3Y | -19.1% | +14.6% | -33.6% | -33.6% |
| 5Y | -24.4% | -50.0% | +25.7% | -18.6% |
| All | +175.3% | +24.7% | +150.6% | +71.4% |
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 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