+516.0%
ON vs FN
+837.6%
-321.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +11.9% | -2.7% | +3.7% |
| 7D | -1.4% | +16.3% | -17.7% | -8.9% |
| 30D | -10.9% | -24.7% | +13.9% | 0.0% |
| 3M | -14.9% | -34.9% | +20.1% | +0.3% |
| 6M | -33.0% | -41.1% | +8.1% | -17.6% |
| YTD | +27.6% | -19.6% | +47.3% | +29.9% |
| 1Y | +44.5% | -18.5% | +63.0% | +44.0% |
| 3Y | +7.4% | +119.1% | -111.7% | -42.8% |
| 5Y | +18.7% | +206.9% | -188.2% | -50.8% |
| 10Y | +516.0% | +826.4% | -310.5% | +55.5% |
| All | +516.0% | +837.6% | -321.6% | +55.5% |
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