-98.6%
NVD vs ESTC
+45.9%
-144.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +9.8% |
| 7D | +17.0% | +5.8% | +11.2% | +19.6% |
| 30D | +77.3% | -5.6% | +82.9% | +75.4% |
| 3M | +61.6% | +15.4% | +46.2% | +74.7% |
| 6M | +40.7% | +77.8% | -37.1% | +84.1% |
| YTD | -10.5% | +18.1% | -28.5% | +0.1% |
| 1Y | -6.1% | -3.7% | -2.4% | -3.7% |
| 3Y | -98.4% | +16.9% | -115.3% | -98.1% |
| All | -98.6% | +45.9% | -144.5% | -98.4% |
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