+173.5%
FN vs ONTO
+84.2%
+89.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +11.1% | +0.6% | +5.5% |
| 7D | 0.0% | -14.0% | +14.0% | +9.2% |
| 30D | -34.3% | -43.1% | +8.8% | -10.2% |
| 3M | -39.9% | -35.5% | -4.3% | -23.2% |
| 6M | -51.8% | -41.1% | -10.8% | -36.7% |
| YTD | -28.1% | +9.8% | -37.9% | -30.5% |
| 1Y | -29.1% | +31.5% | -60.6% | -37.1% |
| 3Y | +102.4% | +45.2% | +57.3% | +64.8% |
| All | +173.5% | +84.2% | +89.3% | +83.6% |
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 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