+146.0%
NVO vs ESTC
+26.3%
+119.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.7% |
| 7D | +0.1% | -4.3% | +4.4% | +0.5% |
| 30D | -3.2% | +17.7% | -20.9% | -5.3% |
| 3M | +11.5% | +42.3% | -30.8% | +6.7% |
| 6M | +22.9% | +64.6% | -41.7% | +15.3% |
| YTD | -6.8% | +17.2% | -24.0% | -9.5% |
| 1Y | -12.6% | -4.2% | -8.4% | -13.7% |
| 3Y | -49.6% | +13.5% | -63.1% | -52.6% |
| 5Y | +0.6% | -45.5% | +46.1% | -0.9% |
| All | +146.0% | +26.3% | +119.7% | +106.2% |
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 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