+3,350.8%
NVDA vs ESTC
+31.2%
+3,319.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.5% |
| 7D | +5.9% | -8.1% | +14.0% | +9.0% |
| 30D | +5.1% | +31.7% | -26.6% | -7.4% |
| 3M | +5.4% | +41.1% | -35.7% | -10.3% |
| 6M | +26.0% | +77.1% | -51.1% | -3.7% |
| YTD | +23.7% | +21.7% | +2.0% | +8.0% |
| 1Y | +34.4% | +8.4% | +26.0% | +21.1% |
| 3Y | +375.8% | +23.6% | +352.2% | +256.4% |
| 5Y | +911.8% | -46.5% | +958.2% | +899.1% |
| All | +3,350.8% | +31.2% | +3,319.7% | +1,891.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling