+219.3%
FAST vs ONTO
+658.6%
-439.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | -0.3% |
| 7D | -0.4% | -1.0% | +0.7% | -0.2% |
| 30D | -0.8% | -2.9% | +2.1% | -0.9% |
| 3M | +5.8% | -2.5% | +8.2% | +3.6% |
| 6M | +8.0% | +28.2% | -20.2% | -0.4% |
| YTD | +25.6% | +69.8% | -44.1% | +9.4% |
| 1Y | +0.8% | +162.9% | -162.1% | -20.3% |
| 3Y | +86.1% | +95.9% | -9.8% | +41.8% |
| 5Y | +100.2% | +244.5% | -144.3% | +23.3% |
| All | +219.3% | +658.6% | -439.3% | +36.8% |
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