-99.2%
NVD vs ESTC
+41.8%
-141.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +1.1% |
| 7D | +0.5% | -3.3% | +3.9% | -0.5% |
| 30D | -9.3% | +13.4% | -22.7% | -3.7% |
| 3M | -22.1% | +41.3% | -63.4% | -9.2% |
| 6M | -45.8% | +62.6% | -108.4% | -32.0% |
| YTD | -46.7% | +14.8% | -61.5% | -41.8% |
| 1Y | -59.5% | -5.1% | -54.4% | -59.0% |
| 3Y | -99.2% | +11.2% | -110.3% | -99.0% |
| All | -99.2% | +41.8% | -141.0% | -99.1% |
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