-49.2%
FLUT vs ONTO
+258.3%
-307.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | -0.3% |
| 7D | +3.8% | +9.7% | -5.8% | +2.0% |
| 30D | +6.3% | -8.8% | +15.1% | +7.4% |
| 3M | -4.0% | +4.5% | -8.6% | -8.5% |
| 6M | -10.3% | +56.4% | -66.7% | -23.6% |
| YTD | -53.2% | +78.1% | -131.2% | -61.8% |
| 1Y | -65.0% | +171.3% | -236.3% | -74.7% |
| 3Y | -43.9% | +118.7% | -162.6% | -61.8% |
| 5Y | -49.2% | +269.4% | -318.6% | -71.9% |
| All | -49.2% | +258.3% | -307.5% | -71.9% |
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