-54.9%
NVO vs ESTC
+14.8%
-69.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +3.3% | +2.4% | +0.9% | +3.0% |
| 30D | +9.2% | -4.2% | +13.5% | +9.5% |
| 3M | -9.8% | +2.5% | -12.2% | -10.4% |
| 6M | -10.4% | +81.5% | -91.9% | -16.7% |
| YTD | -14.1% | +16.8% | -30.9% | -17.2% |
| 1Y | -11.1% | -3.5% | -7.6% | -13.4% |
| 3Y | -54.9% | +17.7% | -72.7% | -56.1% |
| All | -54.9% | +14.8% | -69.7% | -56.1% |
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