+10,109.2%
NVDA vs ELF
+391.6%
+9,717.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -3.0% |
| 7D | -12.7% | +1.6% | -14.3% | -13.1% |
| 30D | -26.4% | +9.1% | -35.5% | -28.2% |
| 3M | -27.6% | +28.2% | -55.8% | -32.5% |
| 6M | -27.7% | +119.5% | -147.3% | -42.2% |
| YTD | -12.5% | +55.2% | -67.6% | -24.9% |
| 1Y | -12.6% | +58.6% | -71.2% | -25.8% |
| 3Y | +235.9% | +21.3% | +214.7% | +170.9% |
| 5Y | +438.2% | +276.2% | +162.0% | +207.5% |
| 10Y | +7,445.8% | +337.0% | +7,108.8% | +3,423.1% |
| All | +10,109.2% | +391.6% | +9,717.6% | +4,588.4% |
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