+5,244.4%
ON vs ELV
+2,409.5%
+2,834.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -3.9% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -12.4% | +2.0% | -14.4% | -13.2% |
| 3M | -41.2% | -3.5% | -37.7% | -40.9% |
| 6M | +25.0% | +40.2% | -15.2% | +8.4% |
| YTD | +31.3% | +15.8% | +15.4% | +21.2% |
| 1Y | +45.4% | +33.2% | +12.2% | +26.6% |
| 3Y | -27.4% | -6.2% | -21.2% | -30.7% |
| 5Y | +58.5% | +16.4% | +42.1% | +35.0% |
| 10Y | +561.8% | +259.8% | +302.1% | +250.3% |
| All | +5,244.4% | +2,409.5% | +2,834.8% | +2,892.7% |
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