+649.0%
FN vs ONTO
+658.6%
-9.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.0% | +0.1% |
| 7D | -1.7% | -1.0% | -0.7% | -1.2% |
| 30D | -22.0% | -2.9% | -19.1% | -20.7% |
| 3M | -43.0% | -2.5% | -40.5% | -42.9% |
| 6M | -27.7% | +28.2% | -56.0% | -36.3% |
| YTD | -10.5% | +69.8% | -80.3% | -30.8% |
| 1Y | +12.5% | +162.9% | -150.4% | -29.4% |
| 3Y | +153.8% | +95.9% | +57.9% | +73.5% |
| 5Y | +288.0% | +244.5% | +43.5% | +96.8% |
| All | +649.0% | +658.6% | -9.6% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling