+70.9%
NVT vs ESTC
+7.3%
+63.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +2.5% |
| 7D | +5.1% | -8.1% | +13.2% | +4.8% |
| 30D | -3.7% | +31.7% | -35.4% | -3.6% |
| 3M | -10.1% | +41.1% | -51.2% | -9.7% |
| 6M | +37.5% | +77.1% | -39.6% | +36.5% |
| YTD | +53.7% | +21.7% | +32.0% | +57.7% |
| 1Y | +70.9% | +8.4% | +62.5% | +80.3% |
| All | +70.9% | +7.3% | +63.6% | +80.3% |
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