+31.6%
EW vs ONTO
+459.0%
-427.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | +9.3% | -2.4% | +11.7% | +9.1% |
| 30D | +22.1% | -32.9% | +55.0% | +28.4% |
| 3M | +13.0% | -32.2% | +45.2% | +17.8% |
| 6M | +30.1% | -30.6% | +60.7% | +31.8% |
| YTD | +22.0% | +25.1% | -3.1% | +9.7% |
| 1Y | +23.7% | +40.0% | -16.3% | +8.6% |
| 3Y | +62.0% | +45.7% | +16.3% | +28.7% |
| 5Y | -12.4% | +128.8% | -141.2% | -41.7% |
| All | +31.6% | +459.0% | -427.4% | -36.9% |
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