+5,242.9%
ON vs ELV
+2,594.5%
+2,648.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +12.2% | +1.0% | +11.3% | +11.8% |
| 30D | -3.1% | +0.4% | -3.5% | -3.6% |
| 3M | -12.9% | +8.4% | -21.2% | -16.1% |
| 6M | -38.6% | +8.4% | -47.0% | -41.6% |
| YTD | +31.2% | +24.4% | +6.9% | +17.2% |
| 1Y | +47.6% | +33.5% | +14.1% | +28.1% |
| 3Y | +6.6% | -2.1% | +8.7% | -0.1% |
| 5Y | +21.3% | +5.8% | +15.5% | +7.8% |
| 10Y | +533.3% | +268.9% | +264.4% | +231.1% |
| All | +5,242.9% | +2,594.5% | +2,648.4% | +2,795.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling