-27.4%
ON vs VFC
-25.9%
-1.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.6% | -3.9% |
| 7D | -2.2% | +0.8% | -3.0% | -2.4% |
| 30D | -12.4% | -11.9% | -0.5% | -9.1% |
| 3M | -41.2% | -20.2% | -21.1% | -37.7% |
| 6M | +25.0% | -23.0% | +48.0% | +33.1% |
| YTD | +31.3% | -26.2% | +57.5% | +40.7% |
| 1Y | +45.4% | -13.3% | +58.7% | +46.7% |
| 3Y | -27.4% | -25.5% | -1.9% | -34.0% |
| All | -27.4% | -25.9% | -1.5% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling