-1.0%
NVO vs ELF
+213.8%
-214.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.8% |
| 7D | -7.4% | -10.8% | +3.5% | -6.2% |
| 30D | -5.5% | +0.8% | -6.3% | -5.6% |
| 3M | +4.1% | +64.8% | -60.6% | -1.7% |
| 6M | +19.3% | +19.0% | +0.4% | +16.3% |
| YTD | -9.2% | +25.9% | -35.1% | -12.2% |
| 1Y | -15.0% | -28.8% | +13.8% | -13.8% |
| 3Y | -50.9% | -29.6% | -21.3% | -52.7% |
| All | -1.0% | +213.8% | -214.7% | -34.1% |
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