+13,589.2%
NVDA vs ELF
+299.0%
+13,290.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.1% | -1.2% |
| 7D | -4.3% | -10.8% | +6.5% | -1.5% |
| 30D | +0.5% | +0.8% | -0.3% | 0.0% |
| 3M | +9.1% | +64.8% | -55.7% | -5.3% |
| 6M | +18.5% | +19.0% | -0.5% | +10.7% |
| YTD | +17.4% | +25.9% | -8.6% | +6.5% |
| 1Y | +23.4% | -28.8% | +52.2% | +27.1% |
| 3Y | +380.6% | -29.6% | +410.2% | +349.8% |
| 5Y | +875.7% | +216.2% | +659.5% | +483.1% |
| All | +13,589.2% | +299.0% | +13,290.2% | +6,550.5% |
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