+572.1%
ON vs EEM
+130.4%
+441.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | +2.0% |
| 7D | -4.7% | -0.7% | -4.0% | -3.8% |
| 30D | -13.5% | +2.4% | -15.9% | -16.6% |
| 3M | -36.3% | +4.2% | -40.5% | -38.9% |
| 6M | +17.8% | +14.8% | +3.0% | -1.7% |
| YTD | +29.6% | +23.1% | +6.5% | -2.7% |
| 1Y | +45.8% | +32.5% | +13.3% | -1.1% |
| 3Y | -28.3% | +85.9% | -114.2% | -69.7% |
| 5Y | +49.6% | +43.6% | +6.1% | -5.5% |
| All | +572.1% | +130.4% | +441.8% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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