+658.6%
ONTO vs EFV
+124.2%
+534.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.3% |
| 7D | -1.0% | +1.5% | -2.5% | -3.1% |
| 30D | -2.9% | +1.7% | -4.6% | -5.1% |
| 3M | -2.5% | +8.6% | -11.1% | -12.4% |
| 6M | +28.2% | +11.7% | +16.5% | +11.6% |
| YTD | +69.8% | +19.3% | +50.5% | +35.0% |
| 1Y | +162.9% | +30.2% | +132.7% | +86.4% |
| 3Y | +95.9% | +91.6% | +4.4% | -17.2% |
| 5Y | +244.5% | +96.4% | +148.1% | +43.2% |
| All | +658.6% | +124.2% | +534.4% | +167.3% |
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