+174.2%
EWY vs ONTO
+476.3%
-302.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.8% |
| 7D | +4.2% | +17.5% | -13.3% | -1.4% |
| 30D | -10.7% | -15.7% | +5.0% | -6.0% |
| 3M | -20.1% | -39.7% | +19.7% | -6.6% |
| 6M | -24.3% | -26.5% | +2.2% | -17.2% |
| YTD | +46.9% | +29.0% | +17.9% | +37.3% |
| 1Y | +55.2% | +57.0% | -1.8% | +37.5% |
| 3Y | +157.0% | +50.0% | +107.0% | +106.9% |
| 5Y | +98.9% | +127.3% | -28.4% | +30.2% |
| All | +174.2% | +476.3% | -302.2% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling