+546.8%
ON vs FE
+123.7%
+423.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +17.0% | -0.3% | +17.3% | +17.1% |
| 30D | -3.9% | +3.9% | -7.7% | -5.1% |
| 3M | -11.5% | -0.1% | -11.4% | -11.6% |
| 6M | -29.2% | +6.1% | -35.3% | -31.0% |
| YTD | +36.2% | +8.1% | +28.1% | +31.5% |
| 1Y | +49.6% | +4.4% | +45.2% | +46.1% |
| 3Y | +9.4% | +49.0% | -39.6% | -8.4% |
| 5Y | +25.8% | +46.1% | -20.3% | +4.7% |
| All | +546.8% | +123.7% | +423.0% | +450.9% |
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