+26.9%
ONTO vs BTSG
+493.4%
-466.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.8% |
| 7D | +17.5% | +6.0% | +11.5% | +15.2% |
| 30D | -15.7% | +12.4% | -28.1% | -18.8% |
| 3M | -39.7% | +18.2% | -58.0% | -43.3% |
| 6M | -26.5% | +26.0% | -52.5% | -32.7% |
| YTD | +29.0% | +90.1% | -61.2% | +3.5% |
| 1Y | +57.0% | +124.3% | -67.3% | +20.1% |
| All | +26.9% | +493.4% | -466.6% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling