+261.4%
ELF vs NVS
+169.9%
+91.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -10.8% | -15.7% | +4.9% | -5.4% |
| 30D | +0.8% | -11.1% | +11.9% | +4.8% |
| 3M | +64.8% | -7.2% | +71.9% | +68.0% |
| 6M | +19.0% | -12.3% | +31.3% | +23.9% |
| YTD | +25.9% | +2.8% | +23.2% | +23.4% |
| 1Y | -28.8% | +11.9% | -40.7% | -32.7% |
| 3Y | -29.6% | +55.1% | -84.7% | -43.1% |
| 5Y | +216.2% | +94.1% | +122.2% | +124.8% |
| All | +261.4% | +169.9% | +91.4% | +140.3% |
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