-16.0%
NOW vs ESTC
+15.4%
-31.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.1% | +0.2% | -3.4% |
| 7D | -6.7% | -18.5% | +11.8% | +1.6% |
| 30D | -25.8% | -11.0% | -14.8% | -21.8% |
| 3M | -12.7% | +20.8% | -33.4% | -19.3% |
| 6M | +11.2% | +67.9% | -56.6% | -8.1% |
| YTD | -33.2% | +11.6% | -44.8% | -37.8% |
| 1Y | -41.8% | -3.3% | -38.6% | -44.0% |
| All | -16.0% | +15.4% | -31.4% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling