+68.4%
NVTS vs ESTC
+20.1%
+48.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +4.9% | +6.4% | +9.5% |
| 7D | +20.8% | -1.2% | +22.0% | +21.8% |
| 30D | -11.1% | -8.1% | -3.0% | -7.8% |
| 3M | -31.0% | +20.2% | -51.2% | -37.0% |
| 6M | -47.4% | +72.7% | -120.1% | -59.5% |
| YTD | +34.2% | +19.6% | +14.5% | +19.4% |
| 1Y | +22.2% | +0.3% | +21.9% | +17.7% |
| 3Y | +68.4% | +22.8% | +45.6% | +64.5% |
| All | +68.4% | +20.1% | +48.3% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling