+629.3%
ON vs FTV
+80.7%
+548.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.2% |
| 7D | +2.4% | -4.0% | +6.3% | +6.6% |
| 30D | -8.6% | -11.0% | +2.4% | +2.5% |
| 3M | -34.3% | -8.4% | -25.9% | -29.2% |
| 6M | +28.5% | -2.6% | +31.1% | +29.9% |
| YTD | +40.6% | -0.6% | +41.2% | +35.8% |
| 1Y | +55.3% | +11.0% | +44.4% | +33.4% |
| 3Y | -22.2% | -6.3% | -15.8% | -19.9% |
| 5Y | +62.4% | -1.5% | +63.9% | +61.3% |
| All | +629.3% | +80.7% | +548.6% | +394.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling