-21.7%
ONON vs FTV
-1.0%
-20.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.8% |
| 7D | -2.1% | -4.0% | +1.9% | +1.3% |
| 30D | -11.6% | -11.0% | -0.6% | -2.4% |
| 3M | -30.1% | -8.4% | -21.7% | -25.3% |
| 6M | -30.5% | -2.6% | -27.9% | -30.2% |
| YTD | -41.0% | -0.6% | -40.4% | -42.9% |
| 1Y | -36.7% | +11.0% | -47.6% | -45.4% |
| 3Y | -8.6% | -6.3% | -2.3% | -8.9% |
| All | -21.7% | -1.0% | -20.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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