+54.8%
ON vs EWT
+99.0%
-44.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | -1.2% |
| 7D | +2.4% | +4.0% | -1.5% | -2.2% |
| 30D | -3.3% | +10.3% | -13.6% | -13.8% |
| 3M | -43.6% | +6.1% | -49.7% | -46.4% |
| 6M | +19.0% | +56.6% | -37.7% | -24.8% |
| YTD | +37.4% | +76.6% | -39.2% | -25.9% |
| 1Y | +54.8% | +97.9% | -43.1% | -22.0% |
| All | +54.8% | +99.0% | -44.2% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling