+344.7%
EWT vs ONTO
+658.6%
-313.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | +0.3% |
| 7D | +4.0% | -1.0% | +5.0% | +4.2% |
| 30D | +10.3% | -2.9% | +13.2% | +10.2% |
| 3M | +6.1% | -2.5% | +8.5% | +4.7% |
| 6M | +56.6% | +28.2% | +28.4% | +43.1% |
| YTD | +76.6% | +69.8% | +6.8% | +49.8% |
| 1Y | +97.9% | +162.9% | -65.0% | +49.2% |
| 3Y | +198.0% | +95.9% | +102.0% | +121.7% |
| 5Y | +151.8% | +244.5% | -92.7% | +50.0% |
| All | +344.7% | +658.6% | -313.9% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling