+535.7%
ON vs VFC
-46.8%
+582.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -4.1% | +3.5% | -7.6% | -5.4% |
| 30D | -10.2% | +38.3% | -48.5% | -22.4% |
| 3M | -12.7% | +40.2% | -52.9% | -25.3% |
| 6M | -32.5% | +10.6% | -43.2% | -37.1% |
| YTD | +28.6% | +16.7% | +11.8% | +15.3% |
| 1Y | +43.4% | +45.0% | -1.6% | +16.0% |
| 3Y | +3.3% | +48.8% | -45.5% | -31.2% |
| 5Y | +22.5% | -67.6% | +90.1% | +96.2% |
| 10Y | +535.7% | -47.5% | +583.2% | +746.7% |
| All | +535.7% | -46.8% | +582.5% | +746.7% |
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