+13.4%
EMB vs ONTO
+508.7%
-495.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.9% | -8.8% | -0.6% |
| 7D | -0.4% | +16.4% | -16.8% | -1.7% |
| 30D | +1.1% | -21.4% | +22.5% | +2.5% |
| 3M | -2.0% | -32.7% | +30.7% | +0.3% |
| 6M | -1.9% | -25.2% | +23.3% | -1.5% |
| YTD | -0.5% | +36.2% | -36.7% | -5.7% |
| 1Y | +0.1% | +61.2% | -61.1% | -6.7% |
| 3Y | +29.7% | +58.7% | -29.0% | +15.2% |
| 5Y | +8.1% | +143.6% | -135.5% | -12.2% |
| All | +13.4% | +508.7% | -495.3% | -27.3% |
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