-27.5%
ON vs EWT
+200.7%
-228.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.4% |
| 7D | -1.9% | +2.1% | -4.0% | -4.2% |
| 30D | -11.0% | +9.4% | -20.4% | -19.9% |
| 3M | -39.3% | +10.9% | -50.2% | -45.4% |
| 6M | +19.8% | +57.9% | -38.1% | -27.7% |
| YTD | +31.1% | +75.9% | -44.8% | -30.4% |
| 1Y | +46.0% | +89.7% | -43.7% | -28.7% |
| All | -27.5% | +200.7% | -228.1% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling