+27.1%
F vs ON
+199.0%
-171.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +5.3% | +2.4% | +2.9% | +4.8% |
| 30D | +4.6% | -3.3% | +7.9% | +5.3% |
| 3M | -3.7% | -43.6% | +39.9% | +7.5% |
| 6M | +16.8% | +19.0% | -2.1% | +9.0% |
| YTD | +15.3% | +37.4% | -22.1% | +3.9% |
| 1Y | +31.0% | +54.8% | -23.8% | +14.0% |
| 3Y | +45.4% | -25.2% | +70.6% | +41.8% |
| 5Y | +54.7% | +62.7% | -8.1% | +24.5% |
| 10Y | +98.2% | +574.3% | -476.1% | +11.4% |
| All | +27.1% | +199.0% | -171.9% | -46.0% |
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