+357.2%
ELF vs NVS
+256.0%
+101.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.3% | +2.5% | +3.8% | +5.3% |
| 30D | +8.5% | +13.6% | -5.1% | +3.4% |
| 3M | +24.4% | +4.1% | +20.3% | +21.9% |
| 6M | +94.7% | +11.8% | +82.9% | +85.0% |
| YTD | +55.9% | +22.0% | +33.8% | +43.0% |
| 1Y | +48.4% | +32.3% | +16.2% | +31.9% |
| 3Y | +24.6% | +93.6% | -69.0% | -8.4% |
| 5Y | +285.0% | +136.7% | +148.3% | +150.3% |
| 10Y | +357.2% | +254.6% | +102.6% | +183.1% |
| All | +357.2% | +256.0% | +101.2% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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