+452.4%
ON vs VCIT
+28.8%
+423.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | -11.7% | +0.1% | -11.8% | -11.9% |
| 30D | -23.3% | +1.9% | -25.2% | -25.8% |
| 3M | -19.2% | -1.4% | -17.7% | -17.3% |
| 6M | -40.1% | -2.1% | -38.0% | -37.9% |
| YTD | +16.9% | -1.6% | +18.6% | +20.5% |
| 1Y | +29.7% | -0.9% | +30.6% | +32.2% |
| 3Y | -4.4% | +20.0% | -24.4% | -28.9% |
| 5Y | +7.1% | +3.1% | +3.9% | +1.5% |
| All | +452.4% | +28.8% | +423.6% | +444.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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