+46.0%
ELF vs NVMI
+3.9%
+42.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.4% | -3.7% |
| 7D | +3.4% | +16.9% | -13.5% | +1.4% |
| 30D | +5.0% | -4.3% | +9.2% | +5.1% |
| 3M | +22.6% | -19.3% | +41.9% | +24.7% |
| 6M | +104.0% | -33.6% | +137.5% | +107.5% |
| YTD | +49.3% | -0.2% | +49.5% | +39.9% |
| 1Y | +46.0% | +5.1% | +41.0% | +34.2% |
| All | +46.0% | +3.9% | +42.2% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling