-15.8%
F vs ON
+5.6%
-21.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +1.6% | -11.7% | +13.2% | +4.9% |
| 30D | +2.6% | -23.3% | +25.9% | +10.2% |
| 3M | -8.8% | -19.2% | +10.4% | -4.3% |
| 6M | +4.6% | -40.1% | +44.8% | +16.4% |
| YTD | -1.9% | +16.9% | -18.8% | -13.5% |
| 1Y | -0.8% | +29.7% | -30.5% | -15.8% |
| 3Y | +43.5% | -4.4% | +47.9% | +23.3% |
| All | -15.8% | +5.6% | -21.4% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling