+101.4%
NVTS vs ESTC
-6.1%
+107.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.3% | -3.2% |
| 7D | +3.5% | -3.3% | +6.8% | +3.6% |
| 30D | -11.9% | +13.4% | -25.4% | -13.6% |
| 3M | -49.2% | +41.3% | -90.6% | -51.6% |
| 6M | +38.4% | +62.6% | -24.2% | +26.9% |
| YTD | +62.5% | +14.8% | +47.7% | +58.0% |
| 1Y | +101.4% | -5.1% | +106.4% | +140.3% |
| All | +101.4% | -6.1% | +107.5% | +140.3% |
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