+449.2%
ONTO vs ESTC
+20.3%
+428.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.9% | +7.1% | +10.5% |
| 7D | +1.4% | -1.2% | +2.6% | +2.2% |
| 30D | -34.1% | -8.1% | -26.0% | -32.1% |
| 3M | -37.1% | +20.2% | -57.2% | -41.5% |
| 6M | -31.8% | +72.7% | -104.6% | -44.5% |
| YTD | +22.9% | +19.6% | +3.3% | +10.4% |
| 1Y | +39.5% | +0.3% | +39.2% | +32.3% |
| 3Y | +57.7% | +22.8% | +34.9% | +27.7% |
| 5Y | +115.8% | -50.9% | +166.7% | +122.9% |
| All | +449.2% | +20.3% | +428.9% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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