+3,281.4%
NVDA vs ESTC
+26.3%
+3,255.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -0.6% |
| 7D | +3.8% | -4.3% | +8.1% | +5.3% |
| 30D | +0.8% | +17.7% | -16.9% | -7.2% |
| 3M | +8.2% | +42.3% | -34.1% | -8.3% |
| 6M | +27.1% | +64.6% | -37.5% | 0.0% |
| YTD | +21.2% | +17.2% | +4.0% | +7.4% |
| 1Y | +34.3% | -4.2% | +38.5% | +27.4% |
| 3Y | +396.3% | +13.5% | +382.7% | +286.3% |
| 5Y | +913.8% | -45.5% | +959.3% | +891.8% |
| All | +3,281.4% | +26.3% | +3,255.1% | +1,879.2% |
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