-4.9%
ON vs FN
+80.0%
-84.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -14.2% | +2.7% | -5.9% |
| 7D | -16.3% | -16.0% | -0.3% | -10.6% |
| 30D | -27.0% | -40.1% | +13.1% | -11.6% |
| 3M | -18.1% | -43.9% | +25.8% | +0.3% |
| 6M | -38.6% | -55.6% | +17.0% | -17.8% |
| YTD | +16.4% | -35.7% | +52.0% | +32.4% |
| 1Y | +25.8% | -39.8% | +65.6% | +45.3% |
| All | -4.9% | +80.0% | -84.9% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling