-4.4%
ELF vs NVDX
+815.5%
-820.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.1% | -3.7% |
| 7D | -6.8% | -0.9% | -5.9% | -6.6% |
| 30D | +5.1% | +3.0% | +2.1% | +3.9% |
| 3M | +79.8% | +6.8% | +73.0% | +74.6% |
| 6M | +29.7% | +28.6% | +1.1% | +19.0% |
| YTD | +31.6% | +17.0% | +14.6% | +21.6% |
| 1Y | -27.9% | +27.0% | -54.9% | -34.7% |
| All | -4.4% | +815.5% | -820.0% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling