-89.0%
OPEN vs ELV
+77.9%
-166.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -15.0% | +1.0% | -16.0% | -15.1% |
| 30D | -40.2% | +0.4% | -40.6% | -40.2% |
| 3M | -67.4% | +8.4% | -75.8% | -67.7% |
| 6M | -74.0% | +8.4% | -82.4% | -74.4% |
| YTD | -79.6% | +24.4% | -104.0% | -80.4% |
| 1Y | -86.1% | +33.5% | -119.6% | -86.8% |
| 3Y | -41.4% | -2.1% | -39.3% | -40.1% |
| 5Y | -94.9% | +5.8% | -100.6% | -94.7% |
| All | -89.0% | +77.9% | -166.9% | -88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling