+46.6%
EEM vs ONTO
+268.0%
-221.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +2.0% | +9.4% | -7.4% | +0.3% |
| 30D | +5.1% | -4.4% | +9.5% | +5.6% |
| 3M | +4.6% | +1.6% | +3.0% | +2.7% |
| 6M | +17.8% | +45.3% | -27.5% | +8.2% |
| YTD | +25.8% | +76.4% | -50.5% | +11.5% |
| 1Y | +36.4% | +167.2% | -130.8% | +12.1% |
| 3Y | +90.0% | +116.6% | -26.6% | +49.6% |
| 5Y | +46.6% | +263.7% | -217.2% | -2.7% |
| All | +46.6% | +268.0% | -221.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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