+1,013.5%
ON vs FN
+3,620.5%
-2,607.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | -0.2% |
| 7D | +2.4% | -1.7% | +4.1% | +3.1% |
| 30D | -3.3% | -22.0% | +18.7% | +5.0% |
| 3M | -43.6% | -43.0% | -0.6% | -31.1% |
| 6M | +19.0% | -27.7% | +46.7% | +31.3% |
| YTD | +37.4% | -10.5% | +47.9% | +38.0% |
| 1Y | +54.8% | +12.5% | +42.3% | +41.5% |
| 3Y | -25.2% | +153.8% | -179.0% | -52.9% |
| 5Y | +62.7% | +288.0% | -225.3% | -14.3% |
| 10Y | +574.3% | +906.4% | -332.1% | +164.6% |
| All | +1,013.5% | +3,620.5% | -2,607.1% | +229.1% |
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