+138.8%
NVO vs ELF
+303.8%
-165.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | -7.6% | -11.6% | +4.1% | -6.5% |
| 30D | -6.0% | +4.6% | -10.6% | -6.4% |
| 3M | -0.8% | +59.7% | -60.5% | -5.2% |
| 6M | +16.5% | +21.2% | -4.8% | +13.7% |
| YTD | -11.1% | +27.4% | -38.6% | -13.8% |
| 1Y | -16.7% | -29.8% | +13.1% | -15.7% |
| 3Y | -52.9% | -28.5% | -24.5% | -54.1% |
| 5Y | -3.0% | +220.0% | -223.0% | -19.1% |
| All | +138.8% | +303.8% | -165.0% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling