-21.7%
ONON vs EFV
+97.1%
-118.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +0.6% |
| 7D | -2.1% | -0.8% | -1.3% | -1.0% |
| 30D | -11.6% | +0.6% | -12.2% | -12.3% |
| 3M | -30.1% | +7.5% | -37.6% | -36.7% |
| 6M | -30.5% | +13.0% | -43.5% | -41.2% |
| YTD | -41.0% | +18.3% | -59.3% | -53.3% |
| 1Y | -36.7% | +26.7% | -63.4% | -54.5% |
| 3Y | -8.6% | +89.6% | -98.2% | -64.5% |
| All | -21.7% | +97.1% | -118.8% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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