+214.8%
ON vs EWT
+594.1%
-379.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | -0.6% |
| 7D | +2.4% | +4.0% | -1.5% | -1.0% |
| 30D | -3.3% | +10.3% | -13.6% | -11.2% |
| 3M | -43.6% | +6.1% | -49.7% | -45.5% |
| 6M | +19.0% | +56.6% | -37.7% | -17.8% |
| YTD | +37.4% | +76.6% | -39.2% | -14.3% |
| 1Y | +54.8% | +97.9% | -43.1% | -12.0% |
| 3Y | -25.2% | +198.0% | -223.2% | -69.4% |
| 5Y | +62.7% | +151.8% | -89.0% | -19.7% |
| 10Y | +574.3% | +514.1% | +60.2% | +82.2% |
| All | +214.8% | +594.1% | -379.3% | -44.9% |
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