-23.3%
ONON vs FE
+51.7%
-75.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -30.8% | -1.2% | -29.6% | -30.6% |
| 3M | -29.8% | +1.7% | -31.5% | -30.1% |
| 6M | -34.8% | -7.5% | -27.3% | -34.0% |
| YTD | -42.3% | +6.3% | -48.6% | -43.1% |
| 1Y | -39.5% | +10.9% | -50.4% | -41.2% |
| 3Y | -9.3% | +46.9% | -56.2% | -20.1% |
| All | -23.3% | +51.7% | -75.0% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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