-3.9%
ONON vs FFIV
+53.3%
-57.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.2% |
| 7D | -10.0% | -0.5% | -9.4% | -9.8% |
| 30D | -5.3% | -32.4% | +27.1% | +14.9% |
| 3M | +6.5% | -25.7% | +32.1% | +20.8% |
| 6M | -5.0% | -13.5% | +8.5% | -4.3% |
| YTD | -27.6% | +21.1% | -48.8% | -44.1% |
| 1Y | -20.7% | +29.4% | -50.1% | -41.9% |
| 3Y | +26.6% | +94.9% | -68.3% | -38.5% |
| 5Y | -9.6% | +34.7% | -44.3% | -42.3% |
| All | -3.9% | +53.3% | -57.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling