+146.1%
EWT vs ONTO
+246.7%
-100.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.7% |
| 7D | -1.1% | +6.5% | -7.6% | -2.7% |
| 30D | +4.8% | -15.9% | +20.7% | +8.9% |
| 3M | +11.1% | -0.2% | +11.3% | +9.1% |
| 6M | +54.6% | +38.7% | +15.9% | +39.9% |
| YTD | +71.4% | +70.4% | +1.1% | +47.3% |
| 1Y | +82.1% | +153.6% | -71.5% | +41.9% |
| 3Y | +193.2% | +109.2% | +84.1% | +120.7% |
| 5Y | +146.1% | +249.7% | -103.7% | +48.4% |
| All | +146.1% | +246.7% | -100.6% | +48.4% |
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 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