+126.8%
NVO vs ESTC
+25.9%
+100.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 6M | -10.4% | +81.5% | -91.9% | -16.9% |
| YTD | -14.1% | +16.8% | -30.9% | -16.7% |
| 1Y | -11.1% | -3.5% | -7.6% | -12.4% |
| 3Y | -54.9% | +17.7% | -72.7% | -57.9% |
| 5Y | -17.4% | -51.7% | +34.3% | -17.5% |
| All | +126.8% | +25.9% | +100.8% | +89.6% |
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