+800.5%
ON vs EMB
+132.1%
+668.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | 0.0% | +2.4% | +2.5% |
| 30D | -3.3% | -0.3% | -3.0% | -2.9% |
| 3M | -43.6% | -0.4% | -43.2% | -43.1% |
| 6M | +19.0% | +0.1% | +18.8% | +19.5% |
| YTD | +37.4% | +1.6% | +35.8% | +35.5% |
| 1Y | +54.8% | +5.6% | +49.2% | +45.3% |
| 3Y | -25.2% | +29.8% | -55.0% | -45.3% |
| 5Y | +62.7% | +7.3% | +55.4% | +52.0% |
| 10Y | +574.3% | +30.4% | +543.9% | +447.9% |
| All | +800.5% | +132.1% | +668.4% | +479.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 all: compounded portfolio wealth divided by compounded EMB 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…
all analysis · Full analysis span regression · 6 months rolling