+278.5%
NOW vs ESTC
+31.2%
+247.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -1.0% |
| 7D | -2.4% | -8.1% | +5.7% | +1.4% |
| 30D | +20.5% | +31.7% | -11.2% | +5.6% |
| 3M | +18.3% | +41.1% | -22.7% | +1.0% |
| 6M | +24.1% | +77.1% | -53.0% | -2.7% |
| YTD | -7.8% | +21.7% | -29.5% | -16.0% |
| 1Y | -21.4% | +8.4% | -29.8% | -26.0% |
| 3Y | +19.5% | +23.6% | -4.1% | -6.1% |
| 5Y | +4.1% | -46.5% | +50.5% | +8.0% |
| All | +278.5% | +31.2% | +247.4% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling