-19.9%
NOW vs ESTC
+14.8%
-34.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | +0.3% | +2.4% | -2.1% | -0.8% |
| 30D | -27.0% | -4.2% | -22.7% | -25.4% |
| 3M | -19.6% | +2.5% | -22.1% | -20.6% |
| 6M | +17.5% | +81.5% | -64.0% | -6.0% |
| YTD | -33.3% | +16.8% | -50.1% | -39.1% |
| 1Y | -39.8% | -3.5% | -36.4% | -42.5% |
| 3Y | -19.9% | +17.7% | -37.6% | -23.9% |
| All | -19.9% | +14.8% | -34.7% | -23.9% |
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