+180.7%
NVT vs ESTC
+11.0%
+169.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.2% |
| 7D | +7.0% | -3.3% | +10.3% | +7.4% |
| 30D | -2.3% | +13.4% | -15.8% | -4.8% |
| 3M | -3.1% | +41.3% | -44.4% | -9.0% |
| 6M | +47.0% | +62.6% | -15.6% | +33.9% |
| YTD | +56.2% | +14.8% | +41.4% | +50.8% |
| 1Y | +74.5% | -5.1% | +79.6% | +74.4% |
| All | +180.7% | +11.0% | +169.8% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling