+535.7%
ON vs ELF
+357.0%
+178.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.1% | +6.3% | -10.4% | -5.6% |
| 30D | -10.2% | +8.5% | -18.7% | -12.3% |
| 3M | -12.7% | +24.4% | -37.2% | -18.2% |
| 6M | -32.5% | +94.7% | -127.3% | -45.1% |
| YTD | +28.6% | +55.9% | -27.3% | +9.1% |
| 1Y | +43.4% | +48.4% | -5.0% | +23.3% |
| 3Y | +3.3% | +24.6% | -21.3% | -20.6% |
| 5Y | +22.5% | +285.0% | -262.5% | -39.7% |
| 10Y | +535.7% | +357.2% | +178.5% | +132.8% |
| All | +535.7% | +357.0% | +178.7% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling