+572.1%
ON vs FTI
+301.2%
+270.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | 0.0% |
| 7D | -4.7% | -5.6% | +0.9% | -2.4% |
| 30D | -13.5% | +0.4% | -13.9% | -13.6% |
| 3M | -36.3% | +8.1% | -44.4% | -38.3% |
| 6M | +17.8% | +16.7% | +1.1% | +10.2% |
| YTD | +29.6% | +70.0% | -40.4% | +4.3% |
| 1Y | +45.8% | +85.4% | -39.6% | +12.8% |
| 3Y | -28.3% | +265.9% | -294.3% | -59.4% |
| 5Y | +49.6% | +1,072.7% | -1,023.1% | -51.5% |
| All | +572.1% | +301.2% | +270.9% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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