-0.9%
NVO vs ESTC
-49.0%
+48.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.3% | -0.9% |
| 7D | -7.4% | -13.2% | +5.8% | -6.1% |
| 30D | -5.5% | +9.3% | -14.8% | -6.7% |
| 3M | +4.1% | +37.3% | -33.2% | +0.3% |
| 6M | +19.3% | +61.0% | -41.7% | +12.7% |
| YTD | -9.2% | +10.7% | -19.8% | -11.3% |
| 1Y | -15.0% | -7.2% | -7.8% | -16.0% |
| 3Y | -50.9% | +7.2% | -58.0% | -53.3% |
| 5Y | -0.9% | -47.7% | +46.9% | -0.2% |
| All | -0.9% | -49.0% | +48.1% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling