+33.9%
EW vs ONTO
+493.5%
-459.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | +4.9% | +34.4% | -29.5% | +0.3% |
| 30D | +24.1% | -20.4% | +44.5% | +27.3% |
| 3M | +13.7% | -37.8% | +51.6% | +20.3% |
| 6M | +32.7% | -24.6% | +57.3% | +32.7% |
| YTD | +24.1% | +32.8% | -8.7% | +10.6% |
| 1Y | +23.6% | +54.7% | -31.1% | +6.8% |
| 3Y | +64.8% | +54.7% | +10.1% | +29.8% |
| 5Y | -8.8% | +134.0% | -142.8% | -39.3% |
| All | +33.9% | +493.5% | -459.6% | -36.4% |
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