+56.9%
ON vs EWT
+152.9%
-96.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.4% |
| 7D | -1.9% | +2.1% | -4.0% | -4.6% |
| 30D | -11.0% | +9.4% | -20.4% | -21.0% |
| 3M | -39.3% | +10.9% | -50.2% | -46.5% |
| 6M | +19.8% | +57.9% | -38.1% | -34.6% |
| YTD | +31.1% | +75.9% | -44.8% | -38.7% |
| 1Y | +46.0% | +89.7% | -43.7% | -38.4% |
| 3Y | -27.5% | +200.9% | -228.4% | -85.6% |
| 5Y | +56.9% | +154.5% | -97.6% | -54.4% |
| All | +56.9% | +152.9% | -96.0% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling