+2,490.2%
NVDL vs ESTC
+39.0%
+2,451.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -10.3% | -9.2% | -1.1% | -6.5% |
| 30D | -7.1% | +8.1% | -15.2% | -12.6% |
| 3M | +6.6% | +38.5% | -31.9% | -11.6% |
| 6M | +21.1% | +57.8% | -36.7% | -6.9% |
| YTD | +15.2% | +10.5% | +4.7% | +3.7% |
| 1Y | +18.8% | -6.4% | +25.2% | +14.7% |
| 3Y | +649.9% | +4.7% | +645.2% | +583.0% |
| All | +2,490.2% | +39.0% | +2,451.2% | +1,782.9% |
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