-9.4%
NVTS vs ELF
+240.8%
-250.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | -2.1% |
| 7D | +3.5% | -6.8% | +10.3% | +5.8% |
| 30D | -11.9% | +5.1% | -17.0% | -13.5% |
| 3M | -49.2% | +79.8% | -129.0% | -58.2% |
| 6M | +38.4% | +29.7% | +8.7% | +24.6% |
| YTD | +62.5% | +31.6% | +30.9% | +43.2% |
| 1Y | +101.4% | -27.9% | +129.3% | +112.3% |
| 3Y | +40.4% | -26.4% | +66.9% | +23.5% |
| All | -9.4% | +240.8% | -250.2% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling