-22.1%
ONON vs FTV
+2.3%
-24.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.9% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | -27.4% | -8.3% | -19.1% | -21.8% |
| 3M | -26.5% | -7.4% | -19.1% | -22.2% |
| 6M | -34.2% | -1.2% | -33.0% | -34.6% |
| YTD | -41.3% | +2.7% | -44.0% | -44.7% |
| 1Y | -39.7% | +18.4% | -58.1% | -51.0% |
| 3Y | -7.8% | -2.0% | -5.8% | -11.9% |
| All | -22.1% | +2.3% | -24.3% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling