+8.1%
FPS vs ONTO
+43.6%
-35.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.7% | -1.2% |
| 7D | +3.1% | -1.0% | +4.2% | +3.7% |
| 30D | -18.6% | -2.9% | -15.7% | -19.0% |
| 3M | -51.5% | -2.5% | -49.0% | -53.4% |
| 6M | -8.5% | +28.2% | -36.7% | -33.6% |
| All | +8.1% | +43.6% | -35.5% | -28.3% |
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