+138.6%
FICO vs ONTO
+476.3%
-337.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.9% |
| 7D | +2.2% | +17.5% | -15.3% | -1.0% |
| 30D | +0.1% | -15.7% | +15.7% | +2.1% |
| 3M | -35.2% | -39.7% | +4.6% | -30.4% |
| 6M | -32.4% | -26.5% | -5.9% | -34.0% |
| YTD | -57.4% | +29.0% | -86.4% | -65.9% |
| 1Y | -58.5% | +57.0% | -115.5% | -68.9% |
| 3Y | -28.9% | +50.0% | -78.9% | -53.8% |
| 5Y | +91.7% | +127.3% | -35.5% | -4.2% |
| All | +138.6% | +476.3% | -337.7% | -39.6% |
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