+384.7%
ON vs FND
+57.9%
+326.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.6% |
| 7D | +12.2% | -6.8% | +19.1% | +16.1% |
| 30D | -3.1% | +8.0% | -11.1% | -7.5% |
| 3M | -12.9% | -18.9% | +6.1% | -4.9% |
| 6M | -38.6% | +4.7% | -43.3% | -42.6% |
| YTD | +31.2% | -21.6% | +52.8% | +38.7% |
| 1Y | +47.6% | -22.0% | +69.7% | +56.2% |
| 3Y | +6.6% | -40.4% | +47.1% | +23.9% |
| 5Y | +21.3% | -63.8% | +85.1% | +71.3% |
| All | +384.7% | +57.9% | +326.9% | +266.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling