-18.8%
OPEN vs ELV
-6.4%
-12.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.4% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | -11.9% | +2.0% | -13.9% | -12.2% |
| 3M | -28.8% | -3.5% | -25.3% | -28.7% |
| 6M | -38.6% | +40.2% | -78.8% | -42.2% |
| YTD | -47.3% | +15.8% | -63.2% | -49.1% |
| 1Y | -49.2% | +33.2% | -82.3% | -51.8% |
| 3Y | -18.8% | -6.2% | -12.5% | -8.5% |
| All | -18.8% | -6.4% | -12.4% | -8.5% |
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