-12.9%
NVTS vs ELAN
-30.5%
+17.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -0.9% | -2.4% |
| 7D | +0.5% | -6.4% | +6.8% | +3.8% |
| 30D | -18.0% | +0.6% | -18.6% | -18.4% |
| 3M | -45.6% | 0.0% | -45.6% | -46.7% |
| 6M | +28.5% | -3.4% | +31.9% | +25.6% |
| YTD | +56.2% | +1.0% | +55.1% | +49.6% |
| 1Y | +97.7% | +24.7% | +73.0% | +69.4% |
| 3Y | +35.0% | +97.2% | -62.3% | -20.9% |
| All | -12.9% | -30.5% | +17.6% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling