+51.4%
ON vs ELV
+13.8%
+37.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.1% |
| 7D | -1.9% | -2.2% | +0.3% | -1.5% |
| 30D | -11.0% | -0.2% | -10.8% | -11.0% |
| 3M | -39.3% | -6.1% | -33.2% | -38.8% |
| 6M | +19.8% | +42.8% | -23.0% | +10.8% |
| YTD | +31.1% | +14.4% | +16.7% | +25.5% |
| 1Y | +46.0% | +28.6% | +17.4% | +36.4% |
| 3Y | -27.5% | -7.4% | -20.1% | -29.2% |
| All | +51.4% | +13.8% | +37.6% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling