+1,290.3%
ON vs FTI
+2,165.1%
-874.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +2.4% | +5.3% | -2.8% | +0.1% |
| 30D | -3.3% | +15.3% | -18.6% | -9.3% |
| 3M | -43.6% | +15.8% | -59.3% | -47.1% |
| 6M | +19.0% | +22.6% | -3.6% | +8.3% |
| YTD | +37.4% | +79.5% | -42.2% | +5.7% |
| 1Y | +54.8% | +102.0% | -47.3% | +12.4% |
| 3Y | -25.2% | +315.8% | -341.0% | -62.2% |
| 5Y | +62.7% | +1,129.5% | -1,066.8% | -53.6% |
| 10Y | +574.3% | +320.9% | +253.4% | +150.6% |
| All | +1,290.3% | +2,165.1% | -874.8% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling