-10.8%
NVTS vs ELAN
+13.9%
-24.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.0% | +8.1% |
| 7D | -0.3% | +11.7% | -12.1% | -3.6% |
| 30D | -24.4% | +12.4% | -36.8% | -27.2% |
| 3M | -26.5% | -1.1% | -25.3% | -26.4% |
| 6M | -41.4% | +12.4% | -53.8% | -46.3% |
| YTD | +30.7% | +11.8% | +18.8% | +19.2% |
| 1Y | -10.8% | +12.5% | -23.3% | -17.5% |
| All | -10.8% | +13.9% | -24.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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