+848.7%
ON vs VCLT
+103.4%
+745.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +2.4% | -0.5% | +2.9% | +2.7% |
| 30D | -3.3% | -0.9% | -2.4% | -3.0% |
| 3M | -43.6% | -3.2% | -40.3% | -42.8% |
| 6M | +19.0% | -3.8% | +22.8% | +21.0% |
| YTD | +37.4% | -2.0% | +39.4% | +38.8% |
| 1Y | +54.8% | -0.8% | +55.6% | +55.6% |
| 3Y | -25.2% | +12.3% | -37.5% | -28.1% |
| 5Y | +62.7% | -15.4% | +78.1% | +64.3% |
| 10Y | +574.3% | +15.7% | +558.6% | +616.2% |
| All | +848.7% | +103.4% | +745.3% | +1,626.0% |
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