+803.3%
NVDX vs ESTC
+1.1%
+802.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -10.2% | -9.2% | -1.0% | -6.6% |
| 30D | -7.3% | +8.1% | -15.4% | -12.6% |
| 3M | +5.5% | +38.5% | -32.9% | -12.1% |
| 6M | +18.3% | +57.8% | -39.5% | -8.5% |
| YTD | +11.4% | +10.5% | +0.9% | +1.0% |
| 1Y | +12.7% | -6.4% | +19.1% | +9.7% |
| All | +803.3% | +1.1% | +802.3% | +849.9% |
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