+347.2%
ELF vs NVMI
+2,587.3%
-2,240.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.1% |
| 7D | +6.3% | +7.6% | -1.3% | +3.4% |
| 30D | +8.5% | -7.7% | +16.2% | +11.0% |
| 3M | +24.4% | -15.4% | +39.8% | +30.1% |
| 6M | +94.7% | -37.5% | +132.2% | +119.4% |
| YTD | +55.9% | -0.8% | +56.7% | +43.6% |
| 1Y | +48.4% | +2.4% | +46.0% | +34.4% |
| 3Y | +24.6% | +191.5% | -166.8% | -23.7% |
| 5Y | +285.0% | +156.3% | +128.7% | +137.4% |
| 10Y | +357.2% | +2,539.4% | -2,182.2% | +85.0% |
| All | +347.2% | +2,587.3% | -2,240.1% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling