+591.8%
ON vs VFC
-69.4%
+661.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.8% |
| 7D | -1.9% | -2.3% | +0.5% | -0.9% |
| 30D | -11.0% | -13.4% | +2.3% | -5.5% |
| 3M | -39.3% | -23.7% | -15.6% | -32.8% |
| 6M | +19.8% | -24.5% | +44.3% | +32.0% |
| YTD | +31.1% | -27.8% | +58.9% | +45.9% |
| 1Y | +46.0% | -13.5% | +59.4% | +47.1% |
| 3Y | -27.5% | -27.1% | -0.4% | -34.2% |
| 5Y | +56.9% | -79.0% | +135.9% | +198.9% |
| 10Y | +591.8% | -68.7% | +660.6% | +1,071.3% |
| All | +591.8% | -69.4% | +661.2% | +1,071.3% |
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