+523.3%
ON vs VCLT
+21.5%
+501.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.2% |
| 7D | +12.2% | -2.3% | +14.5% | +14.6% |
| 30D | -3.1% | +0.8% | -3.9% | -3.9% |
| 3M | -12.9% | -2.7% | -10.2% | -10.9% |
| 6M | -38.6% | -4.3% | -34.3% | -36.1% |
| YTD | +31.2% | -4.3% | +35.5% | +36.7% |
| 1Y | +47.6% | -4.4% | +52.0% | +53.9% |
| 3Y | +6.6% | +13.8% | -7.2% | -4.9% |
| 5Y | +21.3% | -17.0% | +38.2% | +41.2% |
| All | +523.3% | +21.5% | +501.8% | +536.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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