+235.9%
NVDA vs ELF
+24.2%
+211.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -2.8% |
| 7D | -12.7% | +1.6% | -14.3% | -13.0% |
| 30D | -26.4% | +9.1% | -35.5% | -27.7% |
| 3M | -27.6% | +28.2% | -55.8% | -31.3% |
| 6M | -27.7% | +119.5% | -147.3% | -39.2% |
| YTD | -12.5% | +55.2% | -67.6% | -22.2% |
| 1Y | -12.6% | +58.6% | -71.2% | -22.9% |
| 3Y | +235.9% | +21.3% | +214.7% | +206.3% |
| All | +235.9% | +24.2% | +211.7% | +206.3% |
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