+152.4%
EWT vs ONON
-24.2%
+176.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +2.1% | -3.5% | +5.6% | +2.6% |
| 30D | +9.4% | -30.8% | +40.2% | +14.9% |
| 3M | +10.9% | -29.8% | +40.7% | +15.9% |
| 6M | +57.9% | -34.8% | +92.8% | +66.4% |
| YTD | +75.9% | -42.3% | +118.2% | +88.5% |
| 1Y | +89.7% | -39.5% | +129.2% | +101.0% |
| 3Y | +200.9% | -9.3% | +210.2% | +194.4% |
| All | +152.4% | -24.2% | +176.5% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 all: compounded portfolio wealth divided by compounded ONON 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…
all analysis · Full analysis span regression · 6 months rolling