+556.1%
ON vs FN
+850.1%
-293.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.9% | -0.1% | +3.0% |
| 7D | +3.3% | +8.0% | -4.7% | -0.6% |
| 30D | -3.1% | -19.1% | +16.0% | +5.1% |
| 3M | -9.2% | -29.8% | +20.6% | +3.2% |
| 6M | -31.4% | -43.2% | +11.8% | -14.2% |
| YTD | +36.0% | -18.9% | +54.9% | +37.8% |
| 1Y | +52.0% | -17.9% | +69.9% | +50.9% |
| 3Y | +9.3% | +120.1% | -110.9% | -42.0% |
| 5Y | +26.5% | +206.7% | -180.2% | -47.5% |
| 10Y | +556.1% | +804.7% | -248.5% | +68.2% |
| All | +556.1% | +850.1% | -293.9% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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