+2,672.5%
NVDL vs ESTC
+47.4%
+2,625.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -2.4% |
| 7D | +7.3% | -4.3% | +11.6% | +9.1% |
| 30D | -0.7% | +17.7% | -18.4% | -10.0% |
| 3M | +9.5% | +42.3% | -32.8% | -10.1% |
| 6M | +41.6% | +64.6% | -22.9% | +6.9% |
| YTD | +23.3% | +17.2% | +6.1% | +8.2% |
| 1Y | +40.3% | -4.2% | +44.5% | +34.5% |
| 3Y | +692.2% | +13.5% | +678.7% | +594.3% |
| All | +2,672.5% | +47.4% | +2,625.2% | +1,865.0% |
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