+169.7%
NOW vs ESTC
+27.2%
+142.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.9% |
| 7D | -1.7% | +5.8% | -7.4% | -4.2% |
| 30D | -27.4% | -5.6% | -21.8% | -25.3% |
| 3M | -19.4% | +15.4% | -34.9% | -25.0% |
| 6M | +13.1% | +77.8% | -64.7% | -11.9% |
| YTD | -34.3% | +18.1% | -52.3% | -39.3% |
| 1Y | -41.8% | -3.7% | -38.1% | -41.9% |
| 3Y | -20.7% | +16.9% | -37.6% | -35.6% |
| 5Y | -27.2% | -51.2% | +24.0% | -20.9% |
| All | +169.7% | +27.2% | +142.5% | +66.4% |
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