-1.3%
ONON vs FE
+47.5%
-48.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +10.6% | 0.0% | +10.6% | +10.6% |
| 30D | +12.5% | +5.2% | +7.3% | +11.4% |
| 3M | +0.1% | 0.0% | +0.1% | 0.0% |
| 6M | +3.6% | +5.0% | -1.4% | +2.6% |
| YTD | -19.6% | +7.9% | -27.5% | -21.1% |
| 1Y | +5.2% | +6.3% | -1.1% | +3.5% |
| 3Y | +33.1% | +46.0% | -12.9% | +16.7% |
| All | -1.3% | +47.5% | -48.8% | -20.8% |
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