-20.4%
ELF vs NVS
+80.7%
-101.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.4% |
| 7D | +5.4% | +4.0% | +1.3% | +4.7% |
| 30D | +27.0% | +3.6% | +23.4% | +26.4% |
| 3M | +113.2% | +7.8% | +105.4% | +110.6% |
| 6M | +36.6% | -0.2% | +36.8% | +36.0% |
| YTD | +44.2% | +19.6% | +24.7% | +41.5% |
| 1Y | -18.0% | +28.4% | -46.4% | -20.0% |
| All | -20.4% | +80.7% | -101.1% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling