-12.9%
NVTS vs ESTC
-51.6%
+38.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -2.1% |
| 7D | +0.5% | -13.2% | +13.6% | +7.3% |
| 30D | -18.0% | +9.3% | -27.4% | -24.6% |
| 3M | -45.6% | +37.3% | -83.0% | -55.9% |
| 6M | +28.5% | +61.0% | -32.5% | -7.6% |
| YTD | +56.2% | +10.7% | +45.5% | +35.4% |
| 1Y | +97.7% | -7.2% | +104.9% | +85.5% |
| 3Y | +35.0% | +7.2% | +27.8% | +3.9% |
| All | -12.9% | -51.6% | +38.7% | -27.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling