+740.0%
ON vs FTV
+127.6%
+612.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +12.2% | +3.9% | +8.3% | +8.3% |
| 30D | -3.1% | +18.7% | -21.8% | -18.3% |
| 3M | -12.9% | +10.0% | -22.9% | -20.8% |
| 6M | -38.6% | +14.6% | -53.1% | -46.8% |
| YTD | +31.2% | +23.4% | +7.8% | +2.6% |
| 1Y | +47.6% | +31.3% | +16.3% | +8.1% |
| 3Y | +6.6% | +39.8% | -33.2% | -26.4% |
| 5Y | +21.3% | +17.7% | +3.6% | +1.1% |
| 10Y | +533.3% | +110.2% | +423.1% | +244.6% |
| All | +740.0% | +127.6% | +612.4% | +350.9% |
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 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