+2,432.8%
NVDA vs ESTC
+24.6%
+2,408.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.1% | -4.2% |
| 7D | -18.3% | -3.6% | -14.7% | -17.1% |
| 30D | -26.3% | -11.2% | -15.2% | -23.2% |
| 3M | -22.3% | +14.3% | -36.6% | -28.0% |
| 6M | -21.3% | +67.0% | -88.3% | -38.3% |
| YTD | -9.2% | +15.7% | -24.9% | -19.6% |
| 1Y | -14.9% | -6.3% | -8.7% | -18.6% |
| 3Y | +250.5% | +14.5% | +236.0% | +172.0% |
| 5Y | +475.8% | -49.9% | +525.7% | +482.3% |
| All | +2,432.8% | +24.6% | +2,408.2% | +1,382.2% |
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