-25.1%
ON vs VCIT
+19.1%
-44.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | -0.3% | +2.8% | +3.1% |
| 30D | -3.3% | -0.8% | -2.5% | -1.9% |
| 3M | -43.6% | -1.0% | -42.6% | -42.4% |
| 6M | +19.0% | -1.8% | +20.8% | +23.4% |
| YTD | +37.4% | -0.7% | +38.1% | +39.7% |
| 1Y | +54.8% | +1.0% | +53.8% | +53.0% |
| All | -25.1% | +19.1% | -44.2% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling