-27.5%
ON vs EFV
+88.7%
-116.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +1.2% |
| 7D | -1.9% | -0.5% | -1.4% | -1.1% |
| 30D | -11.0% | 0.0% | -11.0% | -11.1% |
| 3M | -39.3% | +8.4% | -47.8% | -45.7% |
| 6M | +19.8% | +12.3% | +7.5% | +2.3% |
| YTD | +31.1% | +17.4% | +13.7% | +4.7% |
| 1Y | +46.0% | +27.1% | +18.9% | +4.2% |
| All | -27.5% | +88.7% | -116.2% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling