+72.2%
F vs ON
+512.2%
-440.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -0.2% | -4.1% | +3.9% | +0.7% |
| 30D | +0.9% | -10.2% | +11.1% | +3.5% |
| 3M | -11.3% | -12.7% | +1.4% | -8.9% |
| 6M | +2.0% | -32.5% | +34.6% | +10.0% |
| YTD | -3.2% | +28.6% | -31.7% | -17.1% |
| 1Y | -3.5% | +43.4% | -46.9% | -20.6% |
| 3Y | +48.1% | +3.3% | +44.8% | +25.2% |
| 5Y | -13.5% | +22.5% | -36.0% | -35.4% |
| 10Y | +72.2% | +535.7% | -463.5% | -26.0% |
| All | +72.2% | +512.2% | -440.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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