-99.1%
NVD vs ESTC
+36.7%
-135.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.6% | +8.0% | +3.1% |
| 7D | +9.0% | -13.2% | +22.2% | +3.6% |
| 30D | -5.5% | +9.3% | -14.8% | -1.0% |
| 3M | -24.6% | +37.3% | -62.0% | -13.1% |
| 6M | -42.1% | +61.0% | -103.1% | -27.4% |
| YTD | -44.3% | +10.7% | -55.0% | -40.0% |
| 1Y | -54.2% | -7.2% | -47.0% | -53.9% |
| 3Y | -99.1% | +7.2% | -106.3% | -99.0% |
| All | -99.1% | +36.7% | -135.8% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling