-18.0%
ELF vs NVDX
+34.6%
-52.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.9% |
| 7D | +5.4% | +11.6% | -6.3% | +3.7% |
| 30D | +27.0% | +7.5% | +19.4% | +25.3% |
| 3M | +113.2% | +2.1% | +111.1% | +110.7% |
| 6M | +36.6% | +35.5% | +1.1% | +22.7% |
| YTD | +44.2% | +24.1% | +20.1% | +30.2% |
| 1Y | -18.0% | +33.0% | -50.9% | -20.3% |
| All | -18.0% | +34.6% | -52.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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