+556.1%
ON vs FTV
+107.5%
+448.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.5% | +5.5% |
| 7D | +3.3% | -0.7% | +4.0% | +4.6% |
| 30D | -3.1% | +18.3% | -21.5% | -18.3% |
| 3M | -9.2% | +10.2% | -19.4% | -17.8% |
| 6M | -31.4% | +12.8% | -44.2% | -39.8% |
| YTD | +36.0% | +23.4% | +12.6% | +5.6% |
| 1Y | +52.0% | +31.4% | +20.6% | +10.3% |
| 3Y | +9.3% | +38.7% | -29.4% | -24.8% |
| 5Y | +26.5% | +18.6% | +7.9% | +3.9% |
| 10Y | +556.1% | +110.1% | +446.0% | +179.9% |
| All | +556.1% | +107.5% | +448.7% | +179.9% |
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