+251.0%
EWY vs ONTO
+661.2%
-410.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.4% | -0.8% | -3.1% |
| 7D | +1.2% | +6.5% | -5.3% | -0.8% |
| 30D | +9.3% | -15.9% | +25.2% | +15.3% |
| 3M | +2.4% | -0.2% | +2.6% | +2.0% |
| 6M | +40.3% | +38.7% | +1.5% | +27.7% |
| YTD | +88.0% | +70.4% | +17.7% | +61.5% |
| 1Y | +143.8% | +153.6% | -9.8% | +86.8% |
| 3Y | +217.8% | +109.2% | +108.6% | +129.6% |
| 5Y | +142.7% | +249.7% | -107.0% | +37.5% |
| All | +251.0% | +661.2% | -410.2% | +29.0% |
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