+62.9%
ON vs FE
+45.0%
+17.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +2.4% | +1.9% | +0.5% | +2.1% |
| 30D | -3.3% | -1.2% | -2.1% | -3.1% |
| 3M | -43.6% | +3.5% | -47.1% | -44.2% |
| 6M | +19.0% | -6.1% | +25.0% | +20.3% |
| YTD | +37.4% | +7.6% | +29.7% | +34.5% |
| 1Y | +54.8% | +11.9% | +42.9% | +49.7% |
| 3Y | -25.2% | +48.4% | -73.6% | -35.4% |
| All | +62.9% | +45.0% | +17.9% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling