+572.1%
ON vs EWT
+512.3%
+59.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +2.3% |
| 7D | -4.7% | -1.1% | -3.6% | -3.4% |
| 30D | -13.5% | +4.8% | -18.3% | -18.9% |
| 3M | -36.3% | +11.1% | -47.5% | -44.4% |
| 6M | +17.8% | +54.6% | -36.9% | -35.1% |
| YTD | +29.6% | +71.4% | -41.9% | -38.4% |
| 1Y | +45.8% | +82.1% | -36.3% | -36.1% |
| 3Y | -28.3% | +193.2% | -221.6% | -84.6% |
| 5Y | +49.6% | +146.1% | -96.4% | -56.3% |
| All | +572.1% | +512.3% | +59.8% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling