-10.5%
ONON vs FTI
+264.2%
-274.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.7% |
| 7D | -5.3% | -5.6% | +0.3% | -4.1% |
| 30D | -13.1% | +0.4% | -13.5% | -13.3% |
| 3M | -29.3% | +8.1% | -37.5% | -31.1% |
| 6M | -34.5% | +16.7% | -51.2% | -38.0% |
| YTD | -42.2% | +70.0% | -112.2% | -50.9% |
| 1Y | -37.3% | +85.4% | -122.8% | -48.2% |
| All | -10.5% | +264.2% | -274.7% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling