-11.1%
ONON vs FLUT
-49.0%
+37.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -3.5% |
| 7D | -11.9% | -1.2% | -10.7% | -11.6% |
| 30D | -6.8% | +5.0% | -11.8% | -8.4% |
| 3M | +6.6% | -16.4% | +23.1% | +11.6% |
| 6M | -2.2% | -14.6% | +12.3% | 0.0% |
| YTD | -28.9% | -61.9% | +33.0% | -5.3% |
| 1Y | -20.3% | -65.0% | +44.7% | +8.5% |
| 3Y | +22.9% | -44.8% | +67.8% | +37.9% |
| 5Y | -11.1% | -49.9% | +38.8% | -1.9% |
| All | -11.1% | -49.0% | +37.9% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling