+4.8%
FE vs ONTO
+36.2%
-31.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | +0.5% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | +4.3% | -32.9% | +37.3% | +3.5% |
| 3M | +0.4% | -32.2% | +32.6% | -0.3% |
| 6M | +6.9% | -30.6% | +37.6% | +6.2% |
| YTD | +8.0% | +25.1% | -17.1% | +8.6% |
| 1Y | +4.8% | +40.0% | -35.2% | +6.7% |
| All | +4.8% | +36.2% | -31.3% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling