+75.4%
VWO vs ONTO
+688.0%
-612.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +0.2% | +9.4% | -9.2% | -1.6% |
| 30D | +0.9% | -4.4% | +5.3% | +1.3% |
| 3M | +4.3% | +1.6% | +2.7% | +1.6% |
| 6M | +10.5% | +45.3% | -34.7% | -0.4% |
| YTD | +13.4% | +76.4% | -63.0% | -2.3% |
| 1Y | +18.6% | +167.2% | -148.6% | -6.8% |
| 3Y | +65.8% | +116.6% | -50.8% | +23.3% |
| 5Y | +35.2% | +263.7% | -228.5% | -18.4% |
| All | +75.4% | +688.0% | -612.6% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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