-4.4%
ON vs FN
+101.0%
-105.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.2% | -4.1% |
| 7D | -11.7% | 0.0% | -11.6% | -12.2% |
| 30D | -23.3% | -34.3% | +11.0% | -10.6% |
| 3M | -19.2% | -39.9% | +20.7% | -4.0% |
| 6M | -40.1% | -51.8% | +11.7% | -22.7% |
| YTD | +16.9% | -28.1% | +45.1% | +27.0% |
| 1Y | +29.7% | -29.1% | +58.8% | +40.1% |
| 3Y | -4.4% | +102.4% | -106.9% | -43.7% |
| All | -4.4% | +101.0% | -105.4% | -43.7% |
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