-27.4%
ON vs FND
-49.6%
+22.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.2% | -2.6% |
| 7D | -2.2% | +0.4% | -2.5% | -2.3% |
| 30D | -12.4% | -23.6% | +11.1% | -2.6% |
| 3M | -41.2% | +4.3% | -45.5% | -44.2% |
| 6M | +25.0% | -20.3% | +45.3% | +33.2% |
| YTD | +31.3% | -21.3% | +52.6% | +39.1% |
| 1Y | +45.4% | -45.4% | +90.8% | +85.2% |
| 3Y | -27.4% | -48.9% | +21.5% | +0.5% |
| All | -27.4% | -49.6% | +22.1% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling