+103.6%
EXE vs ONTO
+258.3%
-154.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -0.1% |
| 7D | -1.8% | +9.7% | -11.4% | -2.6% |
| 30D | +6.4% | -8.8% | +15.2% | +6.9% |
| 3M | +9.2% | +4.5% | +4.7% | +7.4% |
| 6M | -7.0% | +56.4% | -63.4% | -13.1% |
| YTD | -9.5% | +78.1% | -87.5% | -17.3% |
| 1Y | +6.2% | +171.3% | -165.0% | -8.7% |
| 3Y | +20.7% | +118.7% | -97.9% | +0.2% |
| 5Y | +103.6% | +269.4% | -165.8% | +38.8% |
| All | +103.6% | +258.3% | -154.6% | +38.8% |
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