+253.6%
FERG vs ONTO
+476.3%
-222.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | +9.7% | +17.5% | -7.8% | +7.0% |
| 30D | +15.0% | -15.7% | +30.7% | +17.3% |
| 3M | +3.8% | -39.7% | +43.5% | +10.8% |
| 6M | +10.6% | -26.5% | +37.1% | +12.2% |
| YTD | +17.0% | +29.0% | -12.0% | +7.5% |
| 1Y | +7.1% | +57.0% | -49.9% | -4.8% |
| 3Y | +67.7% | +50.0% | +17.7% | +43.7% |
| 5Y | +76.4% | +127.3% | -50.8% | +39.0% |
| All | +253.6% | +476.3% | -222.7% | +254.9% |
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