+313.8%
ELF vs NVS
+214.1%
+99.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.8% |
| 7D | +5.4% | +4.0% | +1.3% | +3.6% |
| 30D | +27.0% | +3.6% | +23.4% | +25.2% |
| 3M | +113.2% | +7.8% | +105.4% | +106.3% |
| 6M | +36.6% | -0.2% | +36.8% | +36.0% |
| YTD | +44.2% | +19.6% | +24.7% | +34.1% |
| 1Y | -18.0% | +28.4% | -46.4% | -26.1% |
| 3Y | -19.9% | +76.2% | -96.1% | -37.9% |
| 5Y | +257.7% | +111.1% | +146.6% | +149.8% |
| All | +313.8% | +214.1% | +99.7% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling