-10.0%
ELV vs NVD
-99.2%
+89.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.3% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | -0.2% | -9.3% | +9.1% | -0.1% |
| 3M | -6.1% | -22.1% | +16.0% | -5.9% |
| 6M | +42.8% | -45.8% | +88.6% | +43.6% |
| YTD | +14.4% | -46.7% | +61.1% | +15.0% |
| 1Y | +28.6% | -59.5% | +88.1% | +29.6% |
| 3Y | -7.4% | -99.2% | +91.7% | -7.0% |
| All | -10.0% | -99.2% | +89.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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