+7,999.2%
NVDA vs ELF
+316.3%
+7,682.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.2% | -3.3% |
| 7D | -8.5% | +3.4% | -11.8% | -9.3% |
| 30D | -27.3% | +5.0% | -32.2% | -28.3% |
| 3M | -25.8% | +22.6% | -48.3% | -29.9% |
| 6M | -24.6% | +104.0% | -128.5% | -38.5% |
| YTD | -10.7% | +49.3% | -60.0% | -22.6% |
| 1Y | -14.0% | +46.0% | -60.1% | -25.3% |
| 3Y | +244.9% | +19.4% | +225.5% | +179.0% |
| 5Y | +449.3% | +262.0% | +187.2% | +216.6% |
| All | +7,999.2% | +316.3% | +7,682.9% | +3,677.0% |
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 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