+290.8%
EWY vs ON
+596.1%
-305.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.9% |
| 7D | +1.2% | -4.7% | +6.0% | +2.7% |
| 30D | +9.3% | -13.5% | +22.8% | +14.1% |
| 3M | +2.4% | -36.3% | +38.7% | +16.4% |
| 6M | +40.3% | +17.8% | +22.5% | +34.8% |
| YTD | +88.0% | +29.6% | +58.4% | +75.9% |
| 1Y | +143.8% | +45.8% | +98.0% | +119.8% |
| 3Y | +217.8% | -28.3% | +246.1% | +223.9% |
| 5Y | +142.7% | +49.6% | +93.1% | +88.1% |
| All | +290.8% | +596.1% | -305.3% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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