-57.7%
NVTS vs ELF
+111.9%
-169.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.9% | -10.3% | -7.8% |
| 7D | +3.9% | +1.6% | +2.4% | +3.4% |
| 30D | -4.3% | +9.1% | -13.4% | -6.5% |
| 3M | -34.5% | +28.2% | -62.6% | -38.3% |
| 6M | -57.7% | +119.5% | -177.3% | -58.6% |
| All | -57.7% | +111.9% | -169.7% | -58.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling