+546.8%
ON vs VFC
-50.3%
+597.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.4% |
| 7D | +17.0% | -1.4% | +18.4% | +17.8% |
| 30D | -3.9% | +24.6% | -28.5% | -13.0% |
| 3M | -11.5% | +38.4% | -49.9% | -23.8% |
| 6M | -29.2% | +15.3% | -44.5% | -35.1% |
| YTD | +36.2% | +12.7% | +23.4% | +24.0% |
| 1Y | +49.6% | +32.7% | +17.0% | +25.9% |
| 3Y | +9.4% | +43.7% | -34.3% | -26.0% |
| 5Y | +25.8% | -69.2% | +95.0% | +106.5% |
| All | +546.8% | -50.3% | +597.0% | +781.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling