+613.0%
NVT vs ESTC
+19.1%
+593.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.8% | +4.7% |
| 7D | +4.1% | -9.2% | +13.2% | +5.7% |
| 30D | -5.1% | +8.1% | -13.2% | -7.3% |
| 3M | -1.2% | +38.5% | -39.6% | -8.1% |
| 6M | +46.6% | +57.8% | -11.2% | +32.0% |
| YTD | +60.0% | +10.5% | +49.5% | +52.9% |
| 1Y | +70.8% | -6.4% | +77.2% | +67.8% |
| 3Y | +187.5% | +4.7% | +182.9% | +164.7% |
| 5Y | +426.1% | -47.8% | +473.9% | +421.4% |
| All | +613.0% | +19.1% | +593.9% | +367.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling