+209.9%
ON vs FISV
+592.2%
-382.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +2.4% | -0.3% | +2.8% | +2.6% |
| 30D | -3.3% | -2.1% | -1.2% | -2.8% |
| 3M | -43.6% | -5.7% | -37.8% | -43.9% |
| 6M | +19.0% | -15.3% | +34.3% | +23.4% |
| YTD | +37.4% | -21.1% | +58.5% | +47.3% |
| 1Y | +54.8% | -61.1% | +115.8% | +125.5% |
| 3Y | -25.2% | -56.8% | +31.7% | -4.2% |
| 5Y | +62.7% | -54.2% | +116.9% | +99.3% |
| 10Y | +574.3% | +1.6% | +572.8% | +414.6% |
| All | +209.9% | +592.2% | -382.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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