+4.7%
FE vs ONTO
+19.5%
-14.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.1% | -11.5% | -0.1% |
| 7D | 0.0% | -14.0% | +14.0% | -0.4% |
| 30D | +5.2% | -43.1% | +48.3% | +3.9% |
| 3M | 0.0% | -35.5% | +35.5% | -0.8% |
| 6M | +5.0% | -41.1% | +46.1% | +3.9% |
| YTD | +7.9% | +9.8% | -1.9% | +8.1% |
| All | +4.7% | +19.5% | -14.8% | +6.1% |
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