-30.2%
NVD vs ESTC
+1.6%
-31.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.3% | +6.3% |
| 7D | +15.0% | -15.9% | +30.8% | +11.6% |
| 30D | +39.3% | -5.5% | +44.8% | +38.0% |
| 3M | +3.1% | +26.2% | -23.1% | +9.3% |
| 6M | -19.0% | +77.0% | -96.0% | -7.6% |
| YTD | -35.5% | +18.9% | -54.4% | -32.3% |
| 1Y | -30.2% | +1.3% | -31.5% | -29.6% |
| All | -30.2% | +1.6% | -31.7% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling