+188.0%
ON vs VFC
+509.8%
-321.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.6% | +7.9% |
| 7D | -1.4% | +7.7% | -9.1% | -4.8% |
| 30D | -10.9% | +39.2% | -50.1% | -24.6% |
| 3M | -14.9% | +40.3% | -55.1% | -28.5% |
| 6M | -33.0% | +11.4% | -44.4% | -38.4% |
| YTD | +27.6% | +17.5% | +10.1% | +12.5% |
| 1Y | +44.5% | +45.9% | -1.4% | +13.5% |
| 3Y | +7.4% | +47.3% | -39.9% | -31.0% |
| 5Y | +18.7% | -67.2% | +85.9% | +69.5% |
| 10Y | +516.0% | -46.1% | +562.0% | +524.1% |
| All | +188.0% | +509.8% | -321.9% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling