+373.9%
NVDX vs ESTC
+6.9%
+367.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -24.7% | +2.4% | -27.1% | -25.6% |
| 30D | -48.2% | -4.2% | -43.9% | -47.1% |
| 3M | -51.9% | +2.5% | -54.3% | -53.3% |
| 6M | -55.6% | +81.5% | -137.1% | -67.4% |
| YTD | -41.5% | +16.8% | -58.4% | -48.2% |
| 1Y | -44.0% | -3.5% | -40.5% | -45.7% |
| 3Y | +262.2% | +17.7% | +244.5% | +255.3% |
| All | +373.9% | +6.9% | +367.1% | +387.1% |
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 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