+98.5%
EWY vs ON
+19.2%
+79.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.6% |
| 7D | +4.2% | +12.2% | -8.0% | +0.4% |
| 30D | -10.7% | -3.1% | -7.5% | -9.6% |
| 3M | -20.1% | -12.9% | -7.2% | -16.7% |
| 6M | -24.3% | -38.6% | +14.3% | -12.8% |
| YTD | +46.9% | +31.2% | +15.6% | +39.3% |
| 1Y | +55.2% | +47.6% | +7.5% | +42.8% |
| 3Y | +157.0% | +6.6% | +150.3% | +141.3% |
| All | +98.5% | +19.2% | +79.3% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling