-42.8%
NVTS vs ELF
+283.9%
-326.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +7.9% | +4.3% | +3.7% | +6.8% |
| 30D | +0.8% | +7.7% | -6.9% | -1.3% |
| 3M | -26.0% | +24.7% | -50.7% | -31.1% |
| 6M | -55.5% | +114.6% | -170.2% | -65.7% |
| YTD | +41.0% | +55.8% | -14.8% | +17.8% |
| 1Y | +10.4% | +51.9% | -41.5% | -7.0% |
| 3Y | +60.9% | +24.6% | +36.3% | +16.9% |
| 5Y | -42.8% | +279.2% | -322.0% | -83.4% |
| All | -42.8% | +283.9% | -326.7% | -83.4% |
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 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