+130.7%
ONTO vs ED
+85.1%
+45.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.1% |
| 7D | +17.5% | +2.1% | +15.5% | +18.9% |
| 30D | -15.7% | +10.4% | -26.1% | -10.3% |
| 3M | -39.7% | +12.5% | -52.3% | -35.2% |
| 6M | -26.5% | +14.9% | -41.4% | -19.7% |
| YTD | +29.0% | +24.8% | +4.2% | +45.5% |
| 1Y | +57.0% | +23.8% | +33.1% | +77.0% |
| 3Y | +50.0% | +51.6% | -1.7% | +69.8% |
| All | +130.7% | +85.1% | +45.6% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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