+703.7%
ON vs VCIT
+96.6%
+607.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.2% | -11.8% | -11.8% |
| 7D | -16.3% | +0.5% | -16.7% | -16.6% |
| 30D | -27.0% | +2.1% | -29.1% | -28.4% |
| 3M | -18.1% | -1.6% | -16.5% | -16.9% |
| 6M | -38.6% | -1.6% | -37.0% | -37.6% |
| YTD | +16.4% | -1.5% | +17.9% | +18.3% |
| 1Y | +25.8% | -0.4% | +26.2% | +26.6% |
| 3Y | -7.7% | +19.6% | -27.2% | -20.1% |
| 5Y | +6.6% | +3.3% | +3.3% | -1.5% |
| 10Y | +444.6% | +28.9% | +415.7% | +436.2% |
| All | +703.7% | +96.6% | +607.1% | +1,332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling