+629.3%
ON vs ITOT
+303.4%
+325.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +7.0% |
| 7D | +2.4% | -0.9% | +3.3% | +4.3% |
| 30D | -8.6% | -1.5% | -7.2% | -6.0% |
| 3M | -34.3% | +3.6% | -37.9% | -37.7% |
| 6M | +28.5% | +13.7% | +14.8% | +4.5% |
| YTD | +40.6% | +12.9% | +27.7% | +15.9% |
| 1Y | +55.3% | +17.2% | +38.1% | +20.6% |
| 3Y | -22.2% | +75.6% | -97.8% | -69.3% |
| 5Y | +62.4% | +75.5% | -13.1% | -30.8% |
| All | +629.3% | +303.4% | +325.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling