+52.1%
EWZ vs ONTO
+136.3%
-84.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.8% |
| 7D | +0.1% | +34.4% | -34.3% | -3.4% |
| 30D | -25.9% | -20.4% | -5.4% | -24.3% |
| 3M | -6.1% | -37.8% | +31.7% | -1.8% |
| 6M | -16.1% | -24.6% | +8.5% | -15.7% |
| YTD | +1.0% | +32.8% | -31.8% | -6.0% |
| 1Y | 0.0% | +54.7% | -54.8% | -8.8% |
| 3Y | +16.8% | +54.7% | -37.8% | +1.0% |
| 5Y | +52.1% | +134.0% | -81.9% | +15.9% |
| All | +52.1% | +136.3% | -84.2% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling