-17.9%
FN vs ONTO
+53.2%
-71.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.9% | -3.0% | -0.6% |
| 7D | +8.0% | +16.4% | -8.4% | -3.4% |
| 30D | -19.1% | -21.4% | +2.3% | -4.4% |
| 3M | -29.8% | -32.7% | +2.9% | -7.3% |
| 6M | -43.2% | -25.2% | -18.0% | -33.4% |
| YTD | -18.9% | +36.2% | -55.2% | -44.1% |
| 1Y | -17.9% | +61.2% | -79.0% | -52.0% |
| All | -17.9% | +53.2% | -71.1% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling