+56.9%
ON vs FTI
+1,177.2%
-1,120.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.9% | -2.3% | +0.5% | -1.0% |
| 30D | -11.0% | +5.0% | -16.1% | -12.6% |
| 3M | -39.3% | +13.8% | -53.2% | -42.2% |
| 6M | +19.8% | +22.9% | -3.1% | +10.6% |
| YTD | +31.1% | +75.0% | -43.9% | +6.6% |
| 1Y | +46.0% | +96.9% | -50.9% | +13.4% |
| 3Y | -27.5% | +276.7% | -304.2% | -56.7% |
| 5Y | +56.9% | +1,157.0% | -1,100.1% | -45.2% |
| All | +56.9% | +1,177.2% | -1,120.3% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling