-23.3%
ONON vs FLUT
-50.8%
+27.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -5.3% | -3.6% | -1.7% | -4.2% |
| 30D | -13.1% | -0.3% | -12.8% | -13.3% |
| 3M | -29.3% | -12.6% | -16.7% | -27.2% |
| 6M | -34.5% | -8.0% | -26.6% | -34.1% |
| YTD | -42.2% | -54.1% | +11.9% | -26.7% |
| 1Y | -37.3% | -66.1% | +28.8% | -12.2% |
| 3Y | -9.3% | -45.0% | +35.8% | +3.6% |
| All | -23.3% | -50.8% | +27.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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