-84.2%
OPEN vs ELV
+14.8%
-98.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | -13.8% | -0.2% | -13.6% | -13.8% |
| 3M | -30.9% | -6.1% | -24.8% | -30.3% |
| 6M | -40.9% | +42.8% | -83.8% | -45.8% |
| YTD | -48.5% | +14.4% | -62.9% | -50.7% |
| 1Y | -50.9% | +28.6% | -79.5% | -54.2% |
| 3Y | -20.6% | -7.4% | -13.2% | -17.7% |
| 5Y | -84.2% | +14.5% | -98.6% | -84.3% |
| All | -84.2% | +14.8% | -98.9% | -84.3% |
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