+22.1%
EWZ vs ONON
+32.1%
-10.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +1.4% | +5.7% | -4.3% | +0.8% |
| 30D | -25.1% | +7.0% | -32.1% | -25.6% |
| 3M | -7.7% | -0.1% | -7.7% | -8.0% |
| 6M | -15.8% | +6.5% | -22.3% | -16.8% |
| YTD | +3.6% | -19.3% | +22.9% | +4.8% |
| 1Y | +5.5% | +7.2% | -1.7% | +3.7% |
| 3Y | +22.1% | +39.1% | -17.0% | +18.0% |
| All | +22.1% | +32.1% | -10.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling