+52.0%
ON vs FN
-19.6%
+71.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.9% | -0.1% | +3.4% |
| 7D | +3.3% | +8.0% | -4.7% | 0.0% |
| 30D | -3.1% | -19.1% | +16.0% | +4.1% |
| 3M | -9.2% | -29.8% | +20.6% | +1.7% |
| 6M | -31.4% | -43.2% | +11.8% | -16.4% |
| YTD | +36.0% | -18.9% | +54.9% | +50.6% |
| 1Y | +52.0% | -17.9% | +69.9% | +67.8% |
| All | +52.0% | -19.6% | +71.6% | +67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling