-23.3%
ONON vs EFV
+95.6%
-118.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.4% |
| 7D | -3.5% | -0.5% | -2.9% | -2.8% |
| 30D | -30.8% | 0.0% | -30.8% | -30.8% |
| 3M | -29.8% | +8.4% | -38.3% | -37.2% |
| 6M | -34.8% | +12.3% | -47.2% | -44.4% |
| YTD | -42.3% | +17.4% | -59.6% | -53.8% |
| 1Y | -39.5% | +27.1% | -66.7% | -56.8% |
| 3Y | -9.3% | +90.7% | -100.0% | -65.2% |
| All | -23.3% | +95.6% | -118.9% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling