-46.3%
NVDX vs ESTC
+69.8%
-116.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.1% | +5.9% | +6.0% |
| 7D | -26.1% | -2.6% | -23.5% | -25.5% |
| 30D | -43.3% | -8.6% | -34.7% | -42.1% |
| 3M | -41.0% | +14.4% | -55.3% | -41.6% |
| 6M | -46.3% | +73.3% | -119.6% | -53.0% |
| All | -46.3% | +69.8% | -116.1% | -53.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling