+10.5%
EWZ vs ONTO
+459.0%
-448.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.8% |
| 7D | +1.3% | -2.4% | +3.7% | +1.2% |
| 30D | -26.2% | -32.9% | +6.8% | -20.7% |
| 3M | -8.6% | -32.2% | +23.6% | -3.2% |
| 6M | -17.0% | -30.6% | +13.6% | -15.0% |
| YTD | +2.2% | +25.1% | -23.0% | -10.0% |
| 1Y | +2.7% | +40.0% | -37.3% | -12.2% |
| 3Y | +18.2% | +45.7% | -27.5% | -12.0% |
| 5Y | +56.0% | +128.8% | -72.8% | -10.8% |
| All | +10.5% | +459.0% | -448.5% | -69.0% |
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