+95.1%
F vs ON
+582.4%
-487.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +5.3% | +2.4% | +2.9% | +4.5% |
| 30D | +4.6% | -3.3% | +7.9% | +5.5% |
| 3M | -3.7% | -43.6% | +39.9% | +12.2% |
| 6M | +16.8% | +19.0% | -2.1% | +4.8% |
| YTD | +15.3% | +37.4% | -22.1% | -1.8% |
| 1Y | +31.0% | +54.8% | -23.8% | +5.8% |
| 3Y | +45.4% | -25.2% | +70.6% | +38.9% |
| 5Y | +54.7% | +62.7% | -8.1% | +6.5% |
| All | +95.1% | +582.4% | -487.3% | -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