+69.1%
ENB vs ONTO
+258.3%
-189.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.6% |
| 7D | -0.5% | +9.7% | -10.1% | -0.8% |
| 30D | -0.2% | -8.8% | +8.6% | 0.0% |
| 3M | -7.5% | +4.5% | -12.0% | -8.3% |
| 6M | -4.1% | +56.4% | -60.5% | -7.0% |
| YTD | +9.8% | +78.1% | -68.3% | +5.7% |
| 1Y | +8.7% | +171.3% | -162.6% | +2.0% |
| 3Y | +79.0% | +118.7% | -39.7% | +61.9% |
| 5Y | +69.1% | +269.4% | -200.3% | +35.3% |
| All | +69.1% | +258.3% | -189.2% | +35.3% |
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 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