+56.9%
ON vs FND
-61.3%
+118.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.5% |
| 30D | -11.0% | -19.6% | +8.6% | -1.1% |
| 3M | -39.3% | -4.3% | -35.0% | -39.8% |
| 6M | +19.8% | -20.4% | +40.3% | +28.8% |
| YTD | +31.1% | -21.9% | +52.9% | +40.5% |
| 1Y | +46.0% | -45.2% | +91.2% | +90.0% |
| 3Y | -27.5% | -49.2% | +21.7% | -8.0% |
| 5Y | +56.9% | -61.8% | +118.7% | +133.8% |
| All | +56.9% | -61.3% | +118.1% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling