-4.4%
ON vs ELF
+18.9%
-23.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.6% |
| 7D | -11.7% | +4.0% | -15.6% | -12.3% |
| 30D | -23.3% | +10.6% | -33.8% | -24.8% |
| 3M | -19.2% | +25.8% | -45.0% | -22.9% |
| 6M | -40.1% | +89.1% | -129.2% | -47.8% |
| YTD | +16.9% | +52.7% | -35.8% | +4.9% |
| 1Y | +29.7% | +51.7% | -22.0% | +16.3% |
| 3Y | -4.4% | +14.2% | -18.6% | -21.4% |
| All | -4.4% | +18.9% | -23.3% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling