+47.6%
ON vs FGI
+17.8%
+29.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -25.2% | +21.6% | -3.3% |
| 7D | +12.2% | -14.4% | +26.6% | +12.4% |
| 30D | -3.1% | -11.8% | +8.6% | -3.0% |
| 3M | -12.9% | -46.2% | +33.4% | -12.5% |
| 6M | -38.6% | +5.2% | -43.8% | -38.7% |
| YTD | +31.2% | +10.5% | +20.7% | +28.5% |
| 1Y | +47.6% | +25.5% | +22.1% | +44.9% |
| All | +47.6% | +17.8% | +29.9% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling