+49.6%
ON vs VEA
+57.9%
-8.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | +1.1% |
| 7D | -4.7% | -2.1% | -2.7% | -1.0% |
| 30D | -13.5% | -1.1% | -12.4% | -11.8% |
| 3M | -36.3% | +5.1% | -41.4% | -40.6% |
| 6M | +17.8% | +9.8% | +8.0% | +2.1% |
| YTD | +29.6% | +15.9% | +13.7% | +1.4% |
| 1Y | +45.8% | +24.6% | +21.2% | +0.8% |
| 3Y | -28.3% | +75.5% | -103.9% | -73.1% |
| 5Y | +49.6% | +59.4% | -9.7% | -25.7% |
| All | +49.6% | +57.9% | -8.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 5y: compounded portfolio wealth divided by compounded VEA 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…
5y analysis · Full analysis span regression · 6 months rolling