+14,325.4%
NVDA vs ELF
+357.0%
+13,968.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | +5.9% | +5.4% | +0.5% | +4.5% |
| 30D | +5.1% | +27.0% | -21.9% | -1.5% |
| 3M | +5.4% | +113.2% | -107.8% | -14.5% |
| 6M | +26.0% | +36.6% | -10.6% | +13.5% |
| YTD | +23.7% | +44.2% | -20.6% | +8.4% |
| 1Y | +34.4% | -18.0% | +52.4% | +33.4% |
| 3Y | +375.8% | -19.9% | +395.7% | +331.0% |
| 5Y | +911.8% | +257.7% | +654.1% | +485.7% |
| All | +14,325.4% | +357.0% | +13,968.4% | +6,670.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling