+81.0%
F vs ON
+527.7%
-446.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.5% | -2.2% |
| 7D | -0.6% | -1.4% | +0.8% | -0.7% |
| 30D | +2.9% | -10.9% | +13.7% | +5.8% |
| 3M | -9.5% | -14.9% | +5.4% | -6.3% |
| 6M | +4.0% | -33.0% | +37.1% | +12.4% |
| YTD | -1.3% | +27.6% | -28.9% | -15.3% |
| 1Y | -1.9% | +44.5% | -46.4% | -19.6% |
| 3Y | +53.5% | +7.4% | +46.1% | +27.9% |
| 5Y | -15.1% | +18.7% | -33.9% | -35.9% |
| 10Y | +81.0% | +516.0% | -435.0% | -20.5% |
| All | +81.0% | +527.7% | -446.7% | -20.5% |
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