+8.1%
F vs ON
+154.5%
-146.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +1.6% | -11.7% | +13.2% | +4.2% |
| 30D | +2.6% | -23.3% | +25.9% | +8.4% |
| 3M | -8.8% | -19.2% | +10.4% | -5.3% |
| 6M | +4.6% | -40.1% | +44.8% | +14.0% |
| YTD | -1.9% | +16.9% | -18.8% | -9.2% |
| 1Y | -0.8% | +29.7% | -30.5% | -10.5% |
| 3Y | +43.5% | -4.4% | +47.9% | +32.3% |
| 5Y | -12.1% | +7.1% | -19.1% | -23.0% |
| 10Y | +83.6% | +447.2% | -363.6% | +7.1% |
| All | +8.1% | +154.5% | -146.4% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling