+1,225.8%
ON vs EFV
+258.8%
+967.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +2.4% | +1.5% | +0.9% | +0.6% |
| 30D | -3.3% | +1.7% | -5.0% | -5.3% |
| 3M | -43.6% | +8.6% | -52.2% | -48.5% |
| 6M | +19.0% | +11.7% | +7.3% | +5.2% |
| YTD | +37.4% | +19.3% | +18.1% | +12.2% |
| 1Y | +54.8% | +30.2% | +24.6% | +14.3% |
| 3Y | -25.2% | +91.6% | -116.8% | -64.6% |
| 5Y | +62.7% | +96.4% | -33.7% | -22.2% |
| 10Y | +574.3% | +166.5% | +407.9% | +153.6% |
| All | +1,225.8% | +258.8% | +967.0% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling