+204.7%
FERG vs ONTO
+661.2%
-456.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.5% |
| 7D | -1.0% | +6.5% | -7.5% | -2.0% |
| 30D | -11.8% | -15.9% | +4.1% | -9.6% |
| 3M | -1.2% | -0.2% | -1.1% | -3.2% |
| 6M | -2.3% | +38.7% | -41.1% | -9.9% |
| YTD | +0.8% | +70.4% | -69.6% | -10.3% |
| 1Y | +0.5% | +153.6% | -153.1% | -16.4% |
| 3Y | +51.4% | +109.2% | -57.8% | +24.5% |
| 5Y | +67.5% | +249.7% | -182.2% | +28.1% |
| All | +204.7% | +661.2% | -456.5% | +196.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling