+33.3%
ON vs FGI
-74.8%
+108.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -25.2% | +21.6% | -3.2% |
| 7D | +12.2% | -14.4% | +26.6% | +12.5% |
| 30D | -3.1% | -11.8% | +8.6% | -3.0% |
| 3M | -12.9% | -46.2% | +33.4% | -12.2% |
| 6M | -38.6% | +5.2% | -43.8% | -39.4% |
| YTD | +31.2% | +10.5% | +20.7% | +27.8% |
| 1Y | +47.6% | +25.5% | +22.1% | +42.8% |
| 3Y | +6.6% | -16.0% | +22.6% | +2.8% |
| All | +33.3% | -74.8% | +108.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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