+13.1%
NVTS vs ELF
+53.2%
-40.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.9% | -10.3% | -7.0% |
| 7D | +3.9% | +1.6% | +2.4% | +3.7% |
| 30D | -4.3% | +9.1% | -13.4% | -5.2% |
| 3M | -34.5% | +28.2% | -62.6% | -36.0% |
| 6M | -57.7% | +119.5% | -177.3% | -58.9% |
| YTD | +25.4% | +55.2% | -29.8% | +22.2% |
| 1Y | +13.1% | +58.6% | -45.4% | +8.3% |
| All | +13.1% | +53.2% | -40.1% | +8.3% |
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