+58.5%
ON vs ELF
+239.6%
-181.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.5% | -3.2% |
| 7D | -2.2% | -1.2% | -1.0% | -1.9% |
| 30D | -12.4% | +5.9% | -18.3% | -13.9% |
| 3M | -41.2% | +99.5% | -140.7% | -51.3% |
| 6M | +25.0% | +26.5% | -1.5% | +15.3% |
| YTD | +31.3% | +37.2% | -5.9% | +17.0% |
| 1Y | +45.4% | -24.4% | +69.8% | +49.0% |
| 3Y | -27.4% | -23.3% | -4.1% | -37.0% |
| 5Y | +58.5% | +245.2% | -186.7% | -47.1% |
| All | +58.5% | +239.6% | -181.1% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling