+99.6%
ELAN vs NVD
-99.1%
+198.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -5.4% | +10.8% | -16.3% | -4.3% |
| 30D | +4.7% | +0.8% | +3.9% | +5.1% |
| 3M | -3.7% | -20.8% | +17.2% | -5.4% |
| 6M | -1.2% | -41.2% | +40.0% | -5.1% |
| YTD | +2.4% | -44.2% | +46.6% | -1.7% |
| 1Y | +23.4% | -54.2% | +77.5% | +17.0% |
| 3Y | +96.7% | -99.1% | +195.8% | +36.8% |
| All | +99.6% | -99.1% | +198.7% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 all: compounded portfolio wealth divided by compounded NVD 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…
all analysis · Full analysis span regression · 6 months rolling