+3.6%
NVT vs ESTC
+1.6%
+2.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.9% | -11.8% | -12.7% |
| 7D | -19.5% | -15.9% | -3.6% | -19.6% |
| 30D | -32.4% | -5.5% | -26.9% | -32.2% |
| 3M | -30.3% | +26.2% | -56.5% | -29.8% |
| 6M | -30.4% | +77.0% | -107.5% | -30.1% |
| YTD | +11.3% | +18.9% | -7.5% | +15.1% |
| 1Y | +3.6% | +1.3% | +2.3% | +9.5% |
| All | +3.6% | +1.6% | +2.0% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling