+54.8%
ON vs FND
-36.4%
+91.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | +2.4% | -5.2% | +7.7% | +3.6% |
| 30D | -3.3% | -19.9% | +16.6% | +1.5% |
| 3M | -43.6% | +2.7% | -46.3% | -45.2% |
| 6M | +19.0% | -21.7% | +40.6% | +27.4% |
| YTD | +37.4% | -17.5% | +54.9% | +40.5% |
| 1Y | +54.8% | -39.3% | +94.1% | +77.6% |
| All | +54.8% | -36.4% | +91.1% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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