+423.1%
ONTO vs FFIV
+128.6%
+294.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.2% | -8.4% |
| 7D | -17.4% | -9.8% | -7.6% | -10.8% |
| 30D | -43.2% | -28.1% | -15.1% | -30.0% |
| 3M | -35.7% | -20.0% | -15.7% | -27.7% |
| 6M | -38.3% | -0.1% | -38.2% | -41.1% |
| YTD | +17.1% | +29.2% | -12.1% | -9.9% |
| 1Y | +43.1% | +36.6% | +6.6% | +5.0% |
| 3Y | +55.4% | +114.0% | -58.6% | -20.0% |
| 5Y | +111.2% | +48.1% | +63.1% | +41.5% |
| All | +423.1% | +128.6% | +294.5% | +121.5% |
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