+452.4%
ON vs FN
+753.0%
-300.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.2% | -4.9% |
| 7D | -11.7% | 0.0% | -11.6% | -12.4% |
| 30D | -23.3% | -34.3% | +11.0% | -8.4% |
| 3M | -19.2% | -39.9% | +20.7% | -1.3% |
| 6M | -40.1% | -51.8% | +11.7% | -19.3% |
| YTD | +16.9% | -28.1% | +45.1% | +25.3% |
| 1Y | +29.7% | -29.1% | +58.8% | +37.9% |
| 3Y | -4.4% | +102.4% | -106.9% | -47.3% |
| 5Y | +7.1% | +171.7% | -164.6% | -52.9% |
| All | +452.4% | +753.0% | -300.6% | +46.2% |
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