+572.1%
ON vs FTV
+80.1%
+492.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +1.2% |
| 7D | -4.7% | -5.2% | +0.5% | +0.5% |
| 30D | -13.5% | -11.5% | -2.0% | -2.5% |
| 3M | -36.3% | -9.0% | -27.3% | -30.8% |
| 6M | +17.8% | -2.0% | +19.8% | +18.3% |
| YTD | +29.6% | -0.9% | +30.5% | +25.6% |
| 1Y | +45.8% | +14.8% | +31.0% | +20.7% |
| 3Y | -28.3% | -5.5% | -22.8% | -26.9% |
| 5Y | +49.6% | -1.9% | +51.5% | +49.1% |
| All | +572.1% | +80.1% | +492.0% | +357.0% |
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