+163.8%
ON vs FE
+498.3%
-334.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -11.7% | -1.0% | -10.6% | -11.4% |
| 30D | -23.3% | +4.1% | -27.4% | -24.5% |
| 3M | -19.2% | -1.0% | -18.2% | -19.0% |
| 6M | -40.1% | +4.0% | -44.1% | -41.5% |
| YTD | +16.9% | +6.8% | +10.1% | +13.0% |
| 1Y | +29.7% | +5.3% | +24.4% | +25.9% |
| 3Y | -4.4% | +44.6% | -49.0% | -19.4% |
| 5Y | +7.1% | +44.2% | -37.1% | -10.8% |
| 10Y | +447.2% | +107.3% | +339.9% | +283.6% |
| All | +163.8% | +498.3% | -334.5% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling