+658.6%
ONTO vs FFIV
+170.7%
+487.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.5% |
| 7D | -1.0% | -1.0% | -0.1% | -0.4% |
| 30D | -2.9% | -5.1% | +2.2% | +0.5% |
| 3M | -2.5% | -4.5% | +2.0% | +1.5% |
| 6M | +28.2% | +36.5% | -8.3% | +0.2% |
| YTD | +69.8% | +53.0% | +16.8% | +20.3% |
| 1Y | +162.9% | +24.2% | +138.7% | +115.6% |
| 3Y | +95.9% | +137.2% | -41.3% | -2.4% |
| 5Y | +244.5% | +91.8% | +152.7% | +99.7% |
| All | +658.6% | +170.7% | +487.9% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling