+43.4%
NVTS vs ELAN
+99.1%
-55.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.8% |
| 7D | -1.4% | -5.4% | +4.0% | +0.7% |
| 30D | -16.5% | +4.7% | -21.2% | -18.1% |
| 3M | -47.6% | -3.7% | -44.0% | -47.7% |
| 6M | +7.3% | -1.2% | +8.5% | +4.7% |
| YTD | +62.9% | +2.4% | +60.5% | +57.2% |
| 1Y | +91.3% | +23.4% | +67.9% | +71.0% |
| 3Y | +43.4% | +96.7% | -53.3% | -4.2% |
| All | +43.4% | +99.1% | -55.7% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling