-14.0%
NVDA vs ELF
+45.6%
-59.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.2% | -4.1% |
| 7D | -8.5% | +3.4% | -11.8% | -8.7% |
| 30D | -27.3% | +5.0% | -32.2% | -27.5% |
| 3M | -25.8% | +22.6% | -48.3% | -26.6% |
| 6M | -24.6% | +104.0% | -128.5% | -27.6% |
| YTD | -10.7% | +49.3% | -60.0% | -13.9% |
| 1Y | -14.0% | +46.0% | -60.1% | -17.1% |
| All | -14.0% | +45.6% | -59.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling