+143.3%
FN vs ONTO
+73.6%
+69.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -15.6% | +1.4% | -5.7% |
| 7D | -16.0% | -29.7% | +13.7% | +2.2% |
| 30D | -40.1% | -50.3% | +10.2% | -12.1% |
| 3M | -43.9% | -43.5% | -0.4% | -23.2% |
| 6M | -55.6% | -48.9% | -6.8% | -37.2% |
| YTD | -35.7% | -1.2% | -34.5% | -34.2% |
| 1Y | -39.8% | +14.9% | -54.7% | -42.7% |
| 3Y | +80.3% | +31.2% | +49.1% | +55.0% |
| 5Y | +143.3% | +68.1% | +75.2% | +74.1% |
| All | +143.3% | +73.6% | +69.7% | +74.1% |
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