+46.3%
FE vs ONTO
+84.2%
-37.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.1% | -12.5% | -1.4% |
| 7D | -1.0% | -14.0% | +13.0% | -1.1% |
| 30D | +4.1% | -43.1% | +47.2% | +4.0% |
| 3M | -1.0% | -35.5% | +34.5% | -1.1% |
| 6M | +4.0% | -41.1% | +45.1% | +3.8% |
| YTD | +6.8% | +9.8% | -2.9% | +6.4% |
| 1Y | +5.3% | +31.5% | -26.2% | +4.8% |
| 3Y | +44.6% | +45.2% | -0.6% | +39.2% |
| All | +46.3% | +84.2% | -37.9% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling