-22.2%
ON vs ELV
-2.1%
-20.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.5% |
| 7D | +2.4% | +3.2% | -0.8% | +2.1% |
| 30D | -8.6% | +5.4% | -14.0% | -9.1% |
| 3M | -34.3% | +5.4% | -39.7% | -34.8% |
| 6M | +28.5% | +45.7% | -17.2% | +22.9% |
| YTD | +40.6% | +21.2% | +19.4% | +35.6% |
| 1Y | +55.3% | +35.6% | +19.7% | +48.9% |
| 3Y | -22.2% | -2.0% | -20.2% | -19.6% |
| All | -22.2% | -2.1% | -20.1% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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