+410.8%
NVT vs ESTC
-46.4%
+457.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +34.1% |
| YTD | +56.2% | +14.8% | +41.4% | +50.0% |
| 1Y | +74.5% | -5.1% | +79.6% | +72.4% |
| 3Y | +184.0% | +11.2% | +172.9% | +165.5% |
| 5Y | +410.8% | -47.0% | +457.7% | +371.4% |
| All | +410.8% | -46.4% | +457.1% | +371.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling