+911.9%
NVDA vs ELF
+230.6%
+681.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | +0.3% |
| 7D | -0.3% | -6.8% | +6.5% | +1.7% |
| 30D | +2.8% | +5.1% | -2.3% | +1.0% |
| 3M | +7.4% | +79.8% | -72.3% | -11.2% |
| 6M | +22.6% | +29.7% | -7.1% | +10.6% |
| YTD | +20.1% | +31.6% | -11.5% | +5.8% |
| 1Y | +31.2% | -27.9% | +59.1% | +36.3% |
| 3Y | +391.7% | -26.4% | +418.2% | +329.7% |
| 5Y | +911.9% | +235.6% | +676.3% | +164.6% |
| All | +911.9% | +230.6% | +681.3% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling