+629.3%
ON vs EFV
+169.9%
+459.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +6.8% |
| 7D | +2.4% | -0.8% | +3.2% | +3.8% |
| 30D | -8.6% | +0.6% | -9.3% | -9.5% |
| 3M | -34.3% | +7.5% | -41.9% | -41.2% |
| 6M | +28.5% | +13.0% | +15.5% | +6.8% |
| YTD | +40.6% | +18.3% | +22.3% | +8.4% |
| 1Y | +55.3% | +26.7% | +28.6% | +7.7% |
| 3Y | -22.2% | +89.6% | -111.8% | -71.6% |
| 5Y | +62.4% | +98.2% | -35.8% | -42.9% |
| All | +629.3% | +169.9% | +459.4% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling