+64.8%
EFA vs ONON
-8.6%
+73.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -1.5% | -2.1% | +0.5% | -1.3% |
| 30D | -1.7% | -11.6% | +10.0% | -0.3% |
| 3M | +3.5% | -30.1% | +33.6% | +7.3% |
| 6M | +9.5% | -30.5% | +40.0% | +13.1% |
| YTD | +12.9% | -41.0% | +53.9% | +18.6% |
| 1Y | +18.2% | -36.7% | +54.9% | +22.9% |
| 3Y | +64.8% | -8.6% | +73.4% | +62.7% |
| All | +64.8% | -8.6% | +73.5% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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