+26.5%
ON vs FTI
+848.3%
-821.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.3% |
| 7D | +3.3% | +1.4% | +2.0% | +3.0% |
| 30D | -3.1% | -6.3% | +3.1% | -0.8% |
| 3M | -9.2% | -13.1% | +3.9% | -4.1% |
| 6M | -31.4% | -8.0% | -23.4% | -29.2% |
| YTD | +36.0% | +47.1% | -11.1% | +18.1% |
| 1Y | +52.0% | +50.7% | +1.3% | +30.8% |
| 3Y | +9.3% | +209.0% | -199.7% | -29.7% |
| 5Y | +26.5% | +847.0% | -820.5% | -49.7% |
| All | +26.5% | +848.3% | -821.8% | -49.7% |
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 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