-29.3%
ELF vs NVMI
+203.1%
-232.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.5% |
| 7D | -10.8% | +3.8% | -14.6% | -12.1% |
| 30D | +0.8% | -7.6% | +8.4% | +3.5% |
| 3M | +64.8% | -28.0% | +92.8% | +81.4% |
| 6M | +19.0% | -15.3% | +34.3% | +18.8% |
| YTD | +25.9% | +11.5% | +14.5% | +6.8% |
| 1Y | -28.8% | +31.6% | -60.4% | -43.7% |
| All | -29.3% | +203.1% | -232.4% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling