+419.4%
ON vs FND
+56.5%
+362.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +8.0% |
| 7D | +2.4% | -5.8% | +8.1% | +5.4% |
| 30D | -8.6% | -20.2% | +11.6% | +1.7% |
| 3M | -34.3% | -12.0% | -22.4% | -31.8% |
| 6M | +28.5% | -18.5% | +47.0% | +36.0% |
| YTD | +40.6% | -22.3% | +62.9% | +50.9% |
| 1Y | +55.3% | -47.6% | +103.0% | +103.3% |
| 3Y | -22.2% | -49.8% | +27.6% | -1.1% |
| 5Y | +62.4% | -63.0% | +125.3% | +129.4% |
| All | +419.4% | +56.5% | +362.9% | +298.7% |
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