+10.5%
ON vs FTI
+208.1%
-197.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.2% |
| 7D | +3.3% | +1.4% | +2.0% | +2.9% |
| 30D | -3.1% | -6.3% | +3.1% | -0.5% |
| 3M | -9.2% | -13.1% | +3.9% | -3.4% |
| 6M | -31.4% | -8.0% | -23.4% | -29.0% |
| YTD | +36.0% | +47.1% | -11.1% | +16.6% |
| 1Y | +52.0% | +50.7% | +1.3% | +29.1% |
| All | +10.5% | +208.1% | -197.6% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling