-6.7%
ONON vs FFIV
+41.7%
-48.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.5% |
| 7D | -10.1% | -2.9% | -7.2% | -8.6% |
| 30D | -1.8% | -32.4% | +30.6% | +19.9% |
| 3M | +12.3% | -22.7% | +35.0% | +24.8% |
| 6M | +2.0% | -10.7% | +12.7% | +0.8% |
| YTD | -25.3% | +25.4% | -50.7% | -43.9% |
| 1Y | -1.3% | +34.2% | -35.5% | -30.0% |
| 3Y | +29.0% | +101.2% | -72.2% | -40.8% |
| All | -6.7% | +41.7% | -48.4% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling