+115.8%
ONTO vs ED
+82.1%
+33.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +11.9% |
| 7D | +1.4% | -0.1% | +1.5% | +1.8% |
| 30D | -34.1% | +11.6% | -45.7% | -29.6% |
| 3M | -37.1% | +10.5% | -47.6% | -33.1% |
| 6M | -31.8% | +13.2% | -45.1% | -26.2% |
| YTD | +22.9% | +22.1% | +0.8% | +37.1% |
| 1Y | +39.5% | +24.2% | +15.4% | +56.8% |
| 3Y | +57.7% | +46.9% | +10.8% | +77.0% |
| 5Y | +115.8% | +80.8% | +35.0% | +142.6% |
| All | +115.8% | +82.1% | +33.8% | +142.6% |
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