-98.7%
NVD vs ESTC
+43.0%
-141.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.8% | -5.8% |
| 7D | +27.3% | -2.6% | +30.0% | +26.6% |
| 30D | +59.9% | -8.6% | +68.5% | +56.3% |
| 3M | +39.4% | +14.4% | +25.1% | +50.4% |
| 6M | +27.6% | +73.3% | -45.7% | +65.5% |
| YTD | -17.9% | +15.7% | -33.6% | -8.8% |
| 1Y | -14.5% | -7.6% | -6.9% | -13.7% |
| 3Y | -98.6% | +14.6% | -113.1% | -98.3% |
| All | -98.7% | +43.0% | -141.7% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling