-9.1%
NVTS vs ELF
+230.0%
-239.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.9% |
| 7D | -1.4% | -11.6% | +10.2% | +2.4% |
| 30D | -16.5% | +4.6% | -21.1% | -17.9% |
| 3M | -47.6% | +59.7% | -107.3% | -55.2% |
| 6M | +7.3% | +21.2% | -13.9% | -1.1% |
| YTD | +62.9% | +27.4% | +35.4% | +45.1% |
| 1Y | +91.3% | -29.8% | +121.1% | +103.2% |
| 3Y | +43.4% | -28.5% | +71.9% | +27.2% |
| All | -9.1% | +230.0% | -239.2% | -70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling