+32.9%
FE vs ONTO
+341.5%
-308.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.6% | +15.4% | +0.7% |
| 7D | +0.6% | -29.7% | +30.3% | +2.5% |
| 30D | +6.4% | -50.3% | +56.7% | +10.6% |
| 3M | -0.5% | -43.5% | +43.0% | +2.3% |
| 6M | +4.7% | -48.9% | +53.6% | +7.5% |
| YTD | +8.4% | -1.2% | +9.6% | +5.0% |
| 1Y | +7.2% | +14.9% | -7.7% | +2.5% |
| 3Y | +44.9% | +31.2% | +13.7% | +26.6% |
| 5Y | +46.3% | +68.1% | -21.8% | +16.6% |
| All | +32.9% | +341.5% | -308.6% | -32.5% |
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