+540.8%
FN vs ONTO
+459.0%
+81.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.8% | -6.5% | -5.7% |
| 7D | -4.1% | -2.4% | -1.7% | -2.6% |
| 30D | -28.3% | -32.9% | +4.6% | -11.4% |
| 3M | -33.9% | -32.2% | -1.7% | -18.6% |
| 6M | -43.9% | -30.6% | -13.3% | -33.0% |
| YTD | -23.4% | +25.1% | -48.6% | -30.5% |
| 1Y | -25.4% | +40.0% | -65.4% | -35.6% |
| 3Y | +107.9% | +45.7% | +62.2% | +67.3% |
| 5Y | +195.1% | +128.8% | +66.3% | +83.8% |
| All | +540.8% | +459.0% | +81.7% | +144.6% |
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