+30.7%
ONTO vs FFIV
+102.8%
-72.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -5.5% | -10.1% | -12.0% |
| 7D | -29.7% | -14.2% | -15.5% | -21.7% |
| 30D | -50.3% | -33.6% | -16.6% | -36.4% |
| 3M | -43.5% | -24.2% | -19.3% | -35.0% |
| 6M | -48.9% | -8.3% | -40.6% | -48.5% |
| YTD | -1.2% | +22.1% | -23.3% | -21.7% |
| 1Y | +14.9% | +26.5% | -11.6% | -11.9% |
| All | +30.7% | +102.8% | -72.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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