+843.3%
ON vs FN
+2,575.5%
-1,732.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -14.2% | +2.7% | -6.3% |
| 7D | -16.3% | -16.0% | -0.3% | -10.9% |
| 30D | -27.0% | -40.1% | +13.1% | -12.6% |
| 3M | -18.1% | -43.9% | +25.8% | -0.9% |
| 6M | -38.6% | -55.6% | +17.0% | -19.1% |
| YTD | +16.4% | -35.7% | +52.0% | +30.3% |
| 1Y | +25.8% | -39.8% | +65.6% | +42.9% |
| 3Y | -7.7% | +80.3% | -87.9% | -34.8% |
| 5Y | +6.6% | +143.3% | -136.7% | -34.4% |
| 10Y | +444.6% | +682.3% | -237.7% | +134.3% |
| All | +843.3% | +2,575.5% | -1,732.3% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling