+9.7%
EW vs ONTO
+695.7%
-685.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.9% | -8.4% | -4.3% |
| 7D | -4.4% | +9.7% | -14.1% | -5.9% |
| 30D | -3.3% | -8.8% | +5.5% | -2.4% |
| 3M | +1.0% | +4.5% | -3.5% | -2.4% |
| 6M | +6.2% | +56.4% | -50.2% | -5.6% |
| YTD | +1.7% | +78.1% | -76.4% | -12.2% |
| 1Y | +8.1% | +171.3% | -163.1% | -14.9% |
| 3Y | +17.1% | +118.7% | -101.6% | -12.3% |
| 5Y | -29.4% | +269.4% | -298.7% | -56.4% |
| All | +9.7% | +695.7% | -685.9% | -49.5% |
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