+2,342.2%
NVDA vs ESTC
+25.9%
+2,316.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -12.7% | +2.4% | -15.2% | -13.6% |
| 30D | -26.4% | -4.2% | -22.2% | -25.4% |
| 3M | -27.6% | +2.5% | -30.1% | -29.9% |
| 6M | -27.7% | +81.5% | -109.2% | -45.1% |
| YTD | -12.5% | +16.8% | -29.3% | -22.8% |
| 1Y | -12.6% | -3.5% | -9.2% | -17.4% |
| 3Y | +235.9% | +17.7% | +218.2% | +157.6% |
| 5Y | +438.2% | -51.7% | +490.0% | +453.9% |
| All | +2,342.2% | +25.9% | +2,316.3% | +1,323.1% |
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 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