+70.8%
NVT vs ELF
-28.2%
+99.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.6% |
| 7D | +4.1% | -11.6% | +15.7% | +4.9% |
| 30D | -5.1% | +4.6% | -9.8% | -5.4% |
| 3M | -1.2% | +59.7% | -60.9% | -4.5% |
| 6M | +46.6% | +21.2% | +25.4% | +44.9% |
| YTD | +60.0% | +27.4% | +32.5% | +56.3% |
| 1Y | +70.8% | -29.8% | +100.6% | +76.5% |
| All | +70.8% | -28.2% | +99.0% | +76.5% |
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 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