+71.1%
FITB vs ONTO
+258.3%
-187.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.5% | -1.5% |
| 7D | +2.8% | +9.7% | -6.8% | +1.1% |
| 30D | -4.5% | -8.8% | +4.3% | -3.4% |
| 3M | +5.7% | +4.5% | +1.1% | +2.0% |
| 6M | +17.1% | +56.4% | -39.3% | +2.8% |
| YTD | +18.3% | +78.1% | -59.7% | +0.4% |
| 1Y | +23.9% | +171.3% | -147.4% | -5.0% |
| 3Y | +131.1% | +118.7% | +12.4% | +63.8% |
| 5Y | +71.1% | +269.4% | -198.3% | -3.9% |
| All | +71.1% | +258.3% | -187.2% | -3.9% |
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 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