-23.3%
ONON vs FTV
-1.4%
-21.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +2.0% |
| 7D | -5.3% | -5.2% | -0.1% | -0.9% |
| 30D | -13.1% | -11.5% | -1.6% | -3.6% |
| 3M | -29.3% | -9.0% | -20.3% | -24.0% |
| 6M | -34.5% | -2.0% | -32.5% | -34.6% |
| YTD | -42.2% | -0.9% | -41.3% | -43.9% |
| 1Y | -37.3% | +14.8% | -52.1% | -47.8% |
| 3Y | -9.3% | -5.5% | -3.8% | -10.6% |
| All | -23.3% | -1.4% | -21.9% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling