+69.0%
F vs ON
+570.5%
-501.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -2.0% |
| 7D | -2.1% | +3.3% | -5.5% | -3.6% |
| 30D | +3.3% | -3.1% | +6.5% | +3.5% |
| 3M | -11.3% | -9.2% | -2.1% | -10.1% |
| 6M | +5.3% | -31.4% | +36.7% | +13.0% |
| YTD | -2.2% | +36.0% | -38.2% | -17.8% |
| 1Y | -3.5% | +52.0% | -55.6% | -22.1% |
| 3Y | +49.5% | +9.3% | +40.3% | +24.1% |
| 5Y | -13.5% | +26.5% | -40.0% | -36.0% |
| 10Y | +69.0% | +556.1% | -487.1% | -28.3% |
| All | +69.0% | +570.5% | -501.5% | -28.3% |
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