+309.2%
NVDA vs ESTC
+18.0%
+291.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +2.3% |
| 7D | -8.8% | -11.5% | +2.7% | -6.4% |
| 30D | -21.4% | -7.5% | -13.9% | -20.2% |
| 3M | -14.7% | +23.1% | -37.7% | -19.4% |
| 6M | -10.0% | +75.3% | -85.3% | -22.3% |
| YTD | +0.3% | +14.1% | -13.8% | -4.9% |
| 1Y | -0.5% | -0.6% | 0.0% | -2.7% |
| 3Y | +309.2% | +20.8% | +288.4% | +303.6% |
| All | +309.2% | +18.0% | +291.2% | +303.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling