+572.1%
ON vs VEU
+152.3%
+419.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | +1.2% |
| 7D | -4.7% | -1.9% | -2.8% | -1.2% |
| 30D | -13.5% | -0.7% | -12.8% | -12.3% |
| 3M | -36.3% | +4.9% | -41.2% | -40.5% |
| 6M | +17.8% | +9.8% | +7.9% | +1.7% |
| YTD | +29.6% | +15.3% | +14.3% | +2.1% |
| 1Y | +45.8% | +23.0% | +22.8% | +2.7% |
| 3Y | -28.3% | +73.5% | -101.8% | -72.6% |
| 5Y | +49.6% | +54.5% | -4.8% | -25.0% |
| All | +572.1% | +152.3% | +419.8% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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