-30.1%
NVTS vs ESTC
-48.9%
+18.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.9% |
| 7D | +3.9% | +2.4% | +1.5% | +2.9% |
| 30D | -4.3% | -4.2% | -0.1% | -1.7% |
| 3M | -34.5% | +2.5% | -36.9% | -36.9% |
| 6M | -57.7% | +81.5% | -139.2% | -70.8% |
| YTD | +25.4% | +16.8% | +8.5% | +6.4% |
| 1Y | +13.1% | -3.5% | +16.6% | +5.7% |
| 3Y | +48.9% | +17.7% | +31.2% | +10.1% |
| 5Y | -51.8% | -51.7% | 0.0% | -60.3% |
| All | -30.1% | -48.9% | +18.8% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling