+12.7%
ELF vs NVDX
+357.5%
-344.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.0% | +7.9% | +4.7% |
| 7D | +1.6% | -24.7% | +26.3% | +6.7% |
| 30D | +9.1% | -48.2% | +57.3% | +22.0% |
| 3M | +28.2% | -51.9% | +80.0% | +44.3% |
| 6M | +119.5% | -55.6% | +175.2% | +146.9% |
| YTD | +55.2% | -41.5% | +96.7% | +61.0% |
| 1Y | +58.6% | -44.0% | +102.6% | +65.1% |
| 3Y | +21.3% | +262.2% | -240.9% | -33.5% |
| All | +12.7% | +357.5% | -344.9% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling