+286.6%
ELF vs NVMI
+2,574.6%
-2,288.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.4% | -2.8% |
| 7D | +3.4% | +16.9% | -13.5% | -2.3% |
| 30D | +5.0% | -4.3% | +9.2% | +6.0% |
| 3M | +22.6% | -19.3% | +41.9% | +30.4% |
| 6M | +104.0% | -33.6% | +137.5% | +125.0% |
| YTD | +49.3% | -0.2% | +49.5% | +37.1% |
| 1Y | +46.0% | +5.1% | +41.0% | +30.8% |
| 3Y | +19.4% | +193.2% | -173.8% | -27.5% |
| 5Y | +262.0% | +148.6% | +113.4% | +123.8% |
| All | +286.6% | +2,574.6% | -2,288.1% | +31.4% |
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