-17.2%
F vs ON
+19.2%
-36.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.1% |
| 7D | -3.1% | +12.2% | -15.3% | -6.5% |
| 30D | 0.0% | -3.1% | +3.2% | +0.2% |
| 3M | -13.2% | -12.9% | -0.3% | -11.0% |
| 6M | -10.2% | -38.6% | +28.4% | -0.8% |
| YTD | -4.9% | +31.2% | -36.2% | -19.1% |
| 1Y | -6.1% | +47.6% | -53.7% | -23.4% |
| 3Y | +46.0% | +6.6% | +39.4% | +21.5% |
| All | -17.2% | +19.2% | -36.5% | -40.5% |
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 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