-10.8%
NVTS vs ESTC
+1.6%
-12.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.9% | +9.9% | +9.1% |
| 7D | -0.3% | -15.9% | +15.5% | +1.9% |
| 30D | -24.4% | -5.5% | -18.9% | -23.6% |
| 3M | -26.5% | +26.2% | -52.7% | -29.1% |
| 6M | -41.4% | +77.0% | -118.4% | -47.8% |
| YTD | +30.7% | +18.9% | +11.8% | +27.5% |
| 1Y | -10.8% | +1.3% | -12.1% | -9.3% |
| All | -10.8% | +1.6% | -12.4% | -9.3% |
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