-6.3%
NVTS vs ESTC
-48.8%
+42.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +3.5% |
| 7D | +9.7% | -4.3% | +14.0% | +11.4% |
| 30D | -13.6% | +17.7% | -31.3% | -23.5% |
| 3M | -51.0% | +42.3% | -93.3% | -60.9% |
| 6M | +46.3% | +64.6% | -18.2% | +4.3% |
| YTD | +68.1% | +17.2% | +50.9% | +41.6% |
| 1Y | +113.9% | -4.2% | +118.1% | +98.0% |
| 3Y | +45.3% | +13.5% | +31.8% | +8.7% |
| All | -6.3% | -48.8% | +42.5% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling