+25.8%
ON vs VEU
+48.7%
-22.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +1.8% |
| 7D | +17.0% | +2.4% | +14.7% | +12.2% |
| 30D | -3.9% | -2.0% | -1.9% | +0.8% |
| 3M | -11.5% | -5.1% | -6.4% | -0.9% |
| 6M | -29.2% | -0.7% | -28.5% | -25.1% |
| YTD | +36.2% | +11.0% | +25.2% | +16.1% |
| 1Y | +49.6% | +12.4% | +37.3% | +24.7% |
| 3Y | +9.4% | +69.8% | -60.4% | -57.3% |
| 5Y | +25.8% | +48.2% | -22.4% | -31.6% |
| All | +25.8% | +48.7% | -22.8% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling