+140.3%
FITB vs ONTO
+661.2%
-520.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.4% |
| 7D | -1.0% | +6.5% | -7.5% | -2.8% |
| 30D | -5.5% | -15.9% | +10.4% | -1.5% |
| 3M | +4.1% | -0.2% | +4.3% | -0.4% |
| 6M | +18.7% | +38.7% | -20.0% | +1.0% |
| YTD | +18.2% | +70.4% | -52.2% | -6.9% |
| 1Y | +23.7% | +153.6% | -129.9% | -15.7% |
| 3Y | +130.8% | +109.2% | +21.6% | +39.8% |
| 5Y | +69.8% | +249.7% | -180.0% | -27.6% |
| All | +140.3% | +661.2% | -520.8% | -47.5% |
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 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