+561.8%
ON vs FE
+113.1%
+448.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | -12.4% | -2.1% | -10.3% | -11.8% |
| 3M | -41.2% | +2.6% | -43.8% | -41.9% |
| 6M | +25.0% | -6.8% | +31.8% | +27.3% |
| YTD | +31.3% | +6.9% | +24.4% | +27.4% |
| 1Y | +45.4% | +11.6% | +33.9% | +38.6% |
| 3Y | -27.4% | +47.7% | -75.1% | -39.1% |
| 5Y | +58.5% | +46.2% | +12.3% | +32.0% |
| 10Y | +561.8% | +109.2% | +452.6% | +460.4% |
| All | +561.8% | +113.1% | +448.7% | +460.4% |
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