+262.9%
NVDL vs ESTC
+14.8%
+248.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -24.8% | +2.4% | -27.2% | -25.7% |
| 30D | -48.0% | -4.2% | -43.8% | -47.0% |
| 3M | -51.5% | +2.5% | -54.0% | -52.9% |
| 6M | -54.9% | +81.5% | -136.4% | -66.7% |
| YTD | -39.2% | +16.8% | -56.1% | -46.0% |
| 1Y | -41.1% | -3.5% | -37.7% | -42.8% |
| 3Y | +262.9% | +17.7% | +245.2% | +265.1% |
| All | +262.9% | +14.8% | +248.1% | +265.1% |
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 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