+842.7%
ON vs ITOT
+891.2%
-48.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -3.5% |
| 7D | -2.2% | +0.7% | -2.8% | -3.2% |
| 30D | -12.4% | -1.1% | -11.3% | -10.8% |
| 3M | -41.2% | +3.9% | -45.1% | -44.1% |
| 6M | +25.0% | +14.7% | +10.2% | +2.7% |
| YTD | +31.3% | +13.3% | +17.9% | +10.2% |
| 1Y | +45.4% | +19.1% | +26.3% | +13.5% |
| 3Y | -27.4% | +77.3% | -104.8% | -68.3% |
| 5Y | +58.5% | +74.1% | -15.6% | -23.0% |
| 10Y | +561.8% | +293.1% | +268.7% | +8.1% |
| All | +842.7% | +891.2% | -48.4% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling