+265.7%
ELF vs NVMI
+2,967.7%
-2,702.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.6% |
| 7D | -11.6% | -0.1% | -11.6% | -11.6% |
| 30D | +4.6% | -8.4% | +13.0% | +7.6% |
| 3M | +59.7% | -33.6% | +93.3% | +80.3% |
| 6M | +21.2% | -14.7% | +35.9% | +22.4% |
| YTD | +27.4% | +13.2% | +14.2% | +13.2% |
| 1Y | -29.8% | +29.0% | -58.8% | -40.2% |
| 3Y | -28.5% | +215.0% | -243.4% | -57.1% |
| 5Y | +220.0% | +268.6% | -48.5% | +76.6% |
| All | +265.7% | +2,967.7% | -2,702.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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