+520.4%
ON vs FITB
+224.9%
+295.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | -10.2% | +7.0% | -17.2% | -14.1% |
| 3M | -12.7% | -4.4% | -8.4% | -9.7% |
| 6M | -32.5% | +11.6% | -44.1% | -37.9% |
| YTD | +28.6% | +18.6% | +9.9% | +13.2% |
| 1Y | +43.4% | +29.8% | +13.6% | +18.6% |
| 3Y | +3.3% | +140.7% | -137.4% | -43.9% |
| 5Y | +22.5% | +48.6% | -26.1% | -10.0% |
| All | +520.4% | +224.9% | +295.5% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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