+49.6%
ON vs ET
+241.7%
-192.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.3% |
| 7D | -4.7% | +1.4% | -6.1% | -5.5% |
| 30D | -13.5% | +4.6% | -18.1% | -15.7% |
| 3M | -36.3% | +16.0% | -52.3% | -42.0% |
| 6M | +17.8% | +22.8% | -5.1% | +3.0% |
| YTD | +29.6% | +38.9% | -9.3% | +4.4% |
| 1Y | +45.8% | +34.1% | +11.7% | +20.1% |
| 3Y | -28.3% | +98.8% | -127.2% | -54.6% |
| 5Y | +49.6% | +246.8% | -197.2% | -26.6% |
| All | +49.6% | +241.7% | -192.0% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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