+245.2%
ELF vs NVS
+88.8%
+156.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.9% | +9.0% | -1.8% |
| 7D | -1.2% | -14.6% | +13.4% | +2.2% |
| 30D | +5.9% | -11.9% | +17.8% | +8.8% |
| 3M | +99.5% | -6.0% | +105.5% | +101.6% |
| 6M | +26.5% | -11.4% | +37.9% | +29.4% |
| YTD | +37.2% | +2.9% | +34.3% | +36.2% |
| 1Y | -24.4% | +10.2% | -34.7% | -26.1% |
| 3Y | -23.3% | +55.3% | -78.6% | -32.0% |
| 5Y | +245.2% | +89.6% | +155.6% | +178.2% |
| All | +245.2% | +88.8% | +156.4% | +178.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling