+18.7%
ON vs FGI
-70.6%
+89.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -11.7% | -7.0% | -4.7% | -11.6% |
| 30D | -23.3% | -4.2% | -19.0% | -23.2% |
| 3M | -19.2% | +55.6% | -74.8% | -20.6% |
| 6M | -40.1% | -3.2% | -37.0% | -40.7% |
| YTD | +16.9% | +29.1% | -12.2% | +13.6% |
| 1Y | +29.7% | +51.0% | -21.2% | +25.1% |
| 3Y | -4.4% | +1.5% | -5.9% | -8.4% |
| All | +18.7% | -70.6% | +89.3% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling