+147.0%
NVO vs ELF
+317.0%
-170.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -1.0% |
| 7D | -4.7% | -6.8% | +2.1% | -4.1% |
| 30D | -5.4% | +5.1% | -10.5% | -5.9% |
| 3M | +7.0% | +79.8% | -72.8% | +1.1% |
| 6M | +17.6% | +29.7% | -12.1% | +14.1% |
| YTD | -8.0% | +31.6% | -39.7% | -11.0% |
| 1Y | -13.8% | -27.9% | +14.1% | -13.0% |
| 3Y | -50.3% | -26.4% | -23.8% | -51.7% |
| 5Y | +0.7% | +235.6% | -235.0% | -16.4% |
| All | +147.0% | +317.0% | -170.0% | +89.5% |
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