+200.8%
ON vs EWT
+502.5%
-301.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.7% |
| 7D | +12.2% | +9.1% | +3.1% | +4.1% |
| 30D | -3.1% | -12.2% | +9.1% | +8.4% |
| 3M | -12.9% | -9.4% | -3.5% | -5.0% |
| 6M | -38.6% | +2.7% | -41.2% | -38.8% |
| YTD | +31.2% | +53.3% | -22.1% | -7.4% |
| 1Y | +47.6% | +59.2% | -11.5% | +0.7% |
| 3Y | +6.6% | +157.1% | -150.5% | -50.5% |
| 5Y | +21.3% | +119.6% | -98.4% | -32.7% |
| 10Y | +533.3% | +446.9% | +86.4% | +90.5% |
| All | +200.8% | +502.5% | -301.7% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling