+1,276.1%
ON vs FTI
+1,755.2%
-479.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | -9.2% | -13.1% | +3.9% | -3.3% |
| 6M | -31.4% | -8.0% | -23.4% | -28.9% |
| YTD | +36.0% | +47.1% | -11.1% | +14.4% |
| 1Y | +52.0% | +50.7% | +1.3% | +26.4% |
| 3Y | +9.3% | +209.0% | -199.7% | -36.7% |
| 5Y | +26.5% | +847.0% | -820.5% | -59.1% |
| 10Y | +556.1% | +184.3% | +371.8% | +193.3% |
| All | +1,276.1% | +1,755.2% | -479.1% | +68.3% |
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