+47.6%
ON vs FND
-10.3%
+57.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.9% | -12.8% | -3.8% |
| 7D | -5.8% | +12.3% | -18.1% | -7.9% |
| 30D | -17.1% | +14.7% | -31.8% | -19.3% |
| 3M | -11.8% | -12.0% | +0.2% | -9.8% |
| 6M | -30.2% | +10.8% | -40.9% | -33.7% |
| YTD | +31.6% | -12.3% | +43.8% | +31.0% |
| 1Y | +47.6% | -13.4% | +60.9% | +47.9% |
| All | +47.6% | -10.3% | +57.8% | +47.9% |
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