+3,250.6%
NVDA vs ESTC
+23.7%
+3,226.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | -0.3% | -3.3% | +3.0% | +0.8% |
| 30D | +2.8% | +13.4% | -10.6% | -4.0% |
| 3M | +7.4% | +41.3% | -33.9% | -8.8% |
| 6M | +22.6% | +62.6% | -40.0% | -3.2% |
| YTD | +20.1% | +14.8% | +5.3% | +7.2% |
| 1Y | +31.2% | -5.1% | +36.2% | +24.8% |
| 3Y | +391.7% | +11.2% | +380.6% | +285.8% |
| 5Y | +911.9% | -47.0% | +958.9% | +900.4% |
| All | +3,250.6% | +23.7% | +3,226.9% | +1,876.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling