+54.8%
ON vs VFC
-6.8%
+61.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | +2.4% | -1.6% | +4.0% | +2.9% |
| 30D | -3.3% | -11.6% | +8.3% | -0.2% |
| 3M | -43.6% | -18.1% | -25.5% | -40.9% |
| 6M | +19.0% | -27.4% | +46.3% | +26.4% |
| YTD | +37.4% | -24.8% | +62.2% | +42.6% |
| 1Y | +54.8% | -8.2% | +63.0% | +44.3% |
| All | +54.8% | -6.8% | +61.6% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling