+91.3%
NVTS vs ELF
-28.2%
+119.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | -1.4% | -11.6% | +10.2% | +1.0% |
| 30D | -16.5% | +4.6% | -21.1% | -17.3% |
| 3M | -47.6% | +59.7% | -107.3% | -51.9% |
| 6M | +7.3% | +21.2% | -13.9% | +6.9% |
| YTD | +62.9% | +27.4% | +35.4% | +55.2% |
| 1Y | +91.3% | -29.8% | +121.1% | +95.7% |
| All | +91.3% | -28.2% | +119.5% | +95.7% |
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