+113.0%
NVTS vs ELF
-17.5%
+130.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +5.9% |
| 7D | +2.7% | +5.4% | -2.7% | +1.7% |
| 30D | -4.5% | +27.0% | -31.4% | -8.8% |
| 3M | -61.5% | +113.2% | -174.7% | -66.8% |
| 6M | +28.0% | +36.6% | -8.6% | +24.1% |
| YTD | +65.3% | +44.2% | +21.0% | +53.2% |
| 1Y | +113.0% | -18.0% | +131.0% | +112.3% |
| All | +113.0% | -17.5% | +130.5% | +112.3% |
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