+22.5%
ON vs FTV
+16.7%
+5.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.2% |
| 7D | -4.1% | +1.4% | -5.5% | -5.0% |
| 30D | -10.2% | +18.3% | -28.5% | -24.4% |
| 3M | -12.7% | +9.8% | -22.6% | -20.7% |
| 6M | -32.5% | +12.3% | -44.9% | -40.7% |
| YTD | +28.6% | +23.1% | +5.5% | -0.8% |
| 1Y | +43.4% | +32.5% | +10.9% | +1.4% |
| 3Y | +3.3% | +38.3% | -35.0% | -31.6% |
| 5Y | +22.5% | +16.8% | +5.7% | -6.1% |
| All | +22.5% | +16.7% | +5.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling