+452.4%
ON vs FE
+107.4%
+345.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -11.7% | 0.0% | -11.6% | -11.7% |
| 30D | -23.3% | +5.2% | -28.5% | -24.6% |
| 3M | -19.2% | 0.0% | -19.1% | -19.3% |
| 6M | -40.1% | +5.0% | -45.2% | -41.5% |
| YTD | +16.9% | +7.9% | +9.0% | +12.9% |
| 1Y | +29.7% | +6.3% | +23.4% | +25.8% |
| 3Y | -4.4% | +46.0% | -50.4% | -19.3% |
| 5Y | +7.1% | +45.6% | -38.6% | -10.8% |
| All | +452.4% | +107.4% | +345.1% | +376.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling