+285.0%
ELF vs NVMI
+155.4%
+129.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.2% |
| 7D | +6.3% | +7.6% | -1.3% | +3.1% |
| 30D | +8.5% | -7.7% | +16.2% | +11.3% |
| 3M | +24.4% | -15.4% | +39.8% | +30.7% |
| 6M | +94.7% | -37.5% | +132.2% | +122.3% |
| YTD | +55.9% | -0.8% | +56.7% | +38.7% |
| 1Y | +48.4% | +2.4% | +46.0% | +29.3% |
| 3Y | +24.6% | +191.5% | -166.8% | -35.7% |
| 5Y | +285.0% | +156.3% | +128.7% | +100.1% |
| All | +285.0% | +155.4% | +129.7% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling