+489.5%
ON vs ELF
+317.0%
+172.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +1.0% |
| 7D | -1.9% | -6.8% | +4.9% | 0.0% |
| 30D | -11.0% | +5.1% | -16.1% | -12.5% |
| 3M | -39.3% | +79.8% | -119.1% | -49.1% |
| 6M | +19.8% | +29.7% | -9.9% | +8.7% |
| YTD | +31.1% | +31.6% | -0.5% | +16.8% |
| 1Y | +46.0% | -27.9% | +73.9% | +50.5% |
| 3Y | -27.5% | -26.4% | -1.1% | -34.6% |
| 5Y | +56.9% | +235.6% | -178.7% | -19.6% |
| All | +489.5% | +317.0% | +172.5% | +135.9% |
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