+402.8%
NVT vs ELF
+217.8%
+185.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.4% |
| 7D | +2.0% | -10.8% | +12.9% | +4.1% |
| 30D | -7.2% | +0.8% | -8.0% | -7.5% |
| 3M | -0.9% | +64.8% | -65.7% | -10.2% |
| 6M | +42.6% | +19.0% | +23.6% | +36.2% |
| YTD | +52.9% | +25.9% | +27.0% | +43.0% |
| 1Y | +64.5% | -28.8% | +93.2% | +69.0% |
| 3Y | +178.0% | -29.6% | +207.6% | +156.8% |
| 5Y | +402.8% | +216.2% | +186.5% | +159.8% |
| All | +402.8% | +217.8% | +185.0% | +159.8% |
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