+69.3%
FERG vs ONTO
+268.0%
-198.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +0.9% | +9.4% | -8.5% | -1.1% |
| 30D | -15.1% | -4.4% | -10.6% | -14.8% |
| 3M | -4.8% | +1.6% | -6.4% | -8.0% |
| 6M | -2.5% | +45.3% | -47.7% | -14.3% |
| YTD | +1.8% | +76.4% | -74.5% | -15.0% |
| 1Y | -0.3% | +167.2% | -167.5% | -25.2% |
| 3Y | +52.9% | +116.6% | -63.6% | +8.4% |
| 5Y | +69.3% | +263.7% | -194.4% | -2.8% |
| All | +69.3% | +268.0% | -198.7% | -2.8% |
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