+55.3%
ON vs EWT
+85.6%
-30.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.7% | +6.3% |
| 7D | +2.4% | -1.1% | +3.5% | +3.8% |
| 30D | -8.6% | +4.5% | -13.1% | -13.2% |
| 3M | -34.3% | +8.3% | -42.6% | -39.0% |
| 6M | +28.5% | +54.2% | -25.7% | -17.7% |
| YTD | +40.6% | +74.6% | -34.0% | -24.1% |
| 1Y | +55.3% | +84.9% | -29.6% | -23.3% |
| All | +55.3% | +85.6% | -30.3% | -23.3% |
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