+567.1%
ON vs VEA
+170.4%
+396.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.4% |
| 7D | +2.4% | +1.0% | +1.5% | +1.2% |
| 30D | -3.3% | +1.9% | -5.2% | -5.6% |
| 3M | -43.6% | +3.2% | -46.8% | -44.8% |
| 6M | +19.0% | +10.2% | +8.7% | +7.1% |
| YTD | +37.4% | +18.9% | +18.5% | +11.9% |
| 1Y | +54.8% | +29.3% | +25.4% | +13.7% |
| 3Y | -25.2% | +76.8% | -101.9% | -62.3% |
| 5Y | +62.7% | +61.2% | +1.5% | -2.7% |
| 10Y | +574.3% | +163.3% | +411.0% | +155.7% |
| All | +567.1% | +170.4% | +396.7% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling