+174.3%
NOW vs ESTC
+20.3%
+154.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.1% | +0.2% | -3.2% |
| 7D | -6.7% | -18.5% | +11.8% | +2.2% |
| 30D | -25.8% | -11.0% | -14.8% | -21.6% |
| 3M | -12.7% | +20.8% | -33.4% | -20.2% |
| 6M | +11.2% | +67.9% | -56.6% | -11.0% |
| YTD | -33.2% | +11.6% | -44.8% | -36.6% |
| 1Y | -41.8% | -3.3% | -38.6% | -42.0% |
| 3Y | -15.7% | +16.4% | -32.1% | -31.4% |
| 5Y | -26.0% | -49.9% | +23.8% | -20.6% |
| All | +174.3% | +20.3% | +154.0% | +73.7% |
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