+840.4%
ON vs VCLT
+99.5%
+741.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | +17.0% | -1.9% | +18.9% | +18.0% |
| 30D | -3.9% | +1.4% | -5.3% | -4.5% |
| 3M | -11.5% | -1.8% | -9.7% | -10.9% |
| 6M | -29.2% | -3.9% | -25.3% | -27.9% |
| YTD | +36.2% | -3.9% | +40.1% | +38.6% |
| 1Y | +49.6% | -4.7% | +54.4% | +52.9% |
| 3Y | +9.4% | +14.1% | -4.6% | +4.8% |
| 5Y | +25.8% | -16.6% | +42.4% | +27.9% |
| 10Y | +557.1% | +21.4% | +535.7% | +643.6% |
| All | +840.4% | +99.5% | +741.0% | +1,624.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling