-99.1%
NVD vs ELF
-20.1%
-79.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.3% | +8.8% | +2.8% |
| 7D | +9.0% | -10.8% | +19.9% | +4.6% |
| 30D | -5.5% | +0.8% | -6.3% | -4.9% |
| 3M | -24.6% | +64.8% | -89.4% | -6.8% |
| 6M | -42.1% | +19.0% | -61.0% | -36.6% |
| YTD | -44.3% | +25.9% | -70.3% | -36.7% |
| 1Y | -54.2% | -28.8% | -25.4% | -57.4% |
| 3Y | -99.1% | -29.6% | -69.5% | -98.9% |
| All | -99.1% | -20.1% | -79.0% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling