+129.4%
NVT vs ESTC
+14.8%
+114.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +8.0% | +2.4% | +5.6% | +7.6% |
| 30D | -24.8% | -4.2% | -20.5% | -24.2% |
| 3M | -32.4% | +2.5% | -34.9% | -32.9% |
| 6M | -33.5% | +81.5% | -115.0% | -40.1% |
| YTD | +13.2% | +16.8% | -3.7% | +9.4% |
| 1Y | +9.0% | -3.5% | +12.4% | +9.2% |
| 3Y | +129.4% | +17.7% | +111.7% | +124.7% |
| All | +129.4% | +14.8% | +114.6% | +124.7% |
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