+779.2%
ON vs FTV
+90.8%
+688.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +2.0% |
| 7D | +2.4% | -4.5% | +6.9% | +7.1% |
| 30D | -3.3% | -7.1% | +3.8% | +3.7% |
| 3M | -43.6% | -7.2% | -36.4% | -40.0% |
| 6M | +19.0% | -1.5% | +20.5% | +19.0% |
| YTD | +37.4% | +3.5% | +33.9% | +27.6% |
| 1Y | +54.8% | +20.3% | +34.4% | +22.6% |
| 3Y | -25.2% | -3.1% | -22.1% | -25.5% |
| 5Y | +62.7% | +2.3% | +60.4% | +55.7% |
| 10Y | +574.3% | +76.3% | +498.0% | +338.6% |
| All | +779.2% | +90.8% | +688.4% | +461.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling