+40.6%
NVDL vs ELF
-17.5%
+58.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.3% |
| 7D | +11.7% | +5.4% | +6.3% | +10.7% |
| 30D | +7.8% | +27.0% | -19.1% | +3.0% |
| 3M | +3.3% | +113.2% | -109.9% | -11.8% |
| 6M | +38.9% | +36.6% | +2.3% | +30.1% |
| YTD | +28.5% | +44.2% | -15.8% | +16.3% |
| 1Y | +40.6% | -18.0% | +58.6% | +54.0% |
| All | +40.6% | -17.5% | +58.1% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling