+591.8%
ON vs FIS
-41.9%
+633.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.7% |
| 7D | -1.9% | -9.1% | +7.2% | +3.1% |
| 30D | -11.0% | -10.4% | -0.6% | -6.2% |
| 3M | -39.3% | -3.7% | -35.6% | -39.8% |
| 6M | +19.8% | -24.8% | +44.6% | +34.2% |
| YTD | +31.1% | -41.6% | +72.6% | +69.9% |
| 1Y | +46.0% | -42.7% | +88.7% | +90.4% |
| 3Y | -27.5% | -26.2% | -1.3% | -22.7% |
| 5Y | +56.9% | -66.1% | +123.0% | +175.0% |
| 10Y | +591.8% | -40.9% | +632.7% | +734.4% |
| All | +591.8% | -41.9% | +633.8% | +734.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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