+1,119.4%
NBIS vs ELF
-7.8%
+1,127.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.9% | +12.6% | +8.9% |
| 7D | +22.2% | -1.2% | +23.4% | +22.4% |
| 30D | +29.7% | +5.9% | +23.8% | +27.1% |
| 3M | +11.9% | +99.5% | -87.7% | -9.9% |
| 6M | +173.0% | +26.5% | +146.5% | +149.3% |
| YTD | +191.4% | +37.2% | +154.2% | +157.1% |
| 1Y | +280.7% | -24.4% | +305.1% | +289.6% |
| All | +1,119.4% | -7.8% | +1,127.2% | +980.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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