-27.4%
ON vs FTI
+284.3%
-311.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.6% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -12.4% | +12.3% | -24.8% | -16.6% |
| 3M | -41.2% | +13.8% | -55.0% | -44.4% |
| 6M | +25.0% | +24.3% | +0.7% | +13.7% |
| YTD | +31.3% | +75.8% | -44.5% | +4.2% |
| 1Y | +45.4% | +99.6% | -54.2% | +9.5% |
| 3Y | -27.4% | +278.4% | -305.8% | -57.7% |
| All | -27.4% | +284.3% | -311.7% | -57.7% |
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