+242.3%
FAST vs ONTO
+341.5%
-99.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.6% | +15.0% | +1.8% |
| 7D | +0.7% | -29.7% | +30.4% | +5.9% |
| 30D | +4.6% | -50.3% | +54.9% | +15.9% |
| 3M | +6.4% | -43.5% | +49.8% | +14.4% |
| 6M | +20.6% | -48.9% | +69.5% | +29.3% |
| YTD | +34.7% | -1.2% | +35.9% | +26.2% |
| 1Y | +29.7% | +14.9% | +14.8% | +17.7% |
| 3Y | +89.9% | +31.2% | +58.7% | +50.7% |
| 5Y | +105.0% | +68.1% | +36.9% | +43.4% |
| All | +242.3% | +341.5% | -99.2% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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