+400.6%
NVDA vs ELF
-24.1%
+424.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.0% |
| 7D | +3.8% | -1.2% | +5.0% | +4.1% |
| 30D | +0.8% | +5.9% | -5.1% | -0.5% |
| 3M | +8.2% | +99.5% | -91.3% | -6.9% |
| 6M | +27.1% | +26.5% | +0.6% | +19.4% |
| YTD | +21.2% | +37.2% | -16.0% | +10.6% |
| 1Y | +34.3% | -24.4% | +58.7% | +37.6% |
| All | +400.6% | -24.1% | +424.7% | +382.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling