+12.8%
EMB vs ONTO
+476.3%
-463.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | -0.9% | +17.5% | -18.4% | -2.2% |
| 30D | +0.4% | -15.7% | +16.0% | +1.3% |
| 3M | -3.1% | -39.7% | +36.6% | 0.0% |
| 6M | -2.1% | -26.5% | +24.4% | -1.5% |
| YTD | -1.1% | +29.0% | -30.1% | -5.9% |
| 1Y | -0.1% | +57.0% | -57.0% | -6.7% |
| 3Y | +29.6% | +50.0% | -20.4% | +15.7% |
| 5Y | +7.2% | +127.3% | -120.1% | -12.4% |
| All | +12.8% | +476.3% | -463.6% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling