+848.7%
ON vs VCIT
+98.3%
+750.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | -0.3% | +2.8% | +2.8% |
| 30D | -3.3% | -0.8% | -2.5% | -2.6% |
| 3M | -43.6% | -1.0% | -42.6% | -43.0% |
| 6M | +19.0% | -1.8% | +20.8% | +21.3% |
| YTD | +37.4% | -0.7% | +38.1% | +38.6% |
| 1Y | +54.8% | +1.0% | +53.8% | +53.9% |
| 3Y | -25.2% | +18.8% | -44.0% | -34.9% |
| 5Y | +62.7% | +3.5% | +59.2% | +49.8% |
| 10Y | +574.3% | +29.2% | +545.1% | +555.3% |
| All | +848.7% | +98.3% | +750.5% | +1,579.6% |
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