+209.9%
ON vs VFC
+290.1%
-80.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.2% |
| 7D | +2.4% | -1.6% | +4.0% | +3.2% |
| 30D | -3.3% | -11.6% | +8.3% | +2.5% |
| 3M | -43.6% | -18.1% | -25.5% | -39.0% |
| 6M | +19.0% | -27.4% | +46.3% | +35.2% |
| YTD | +37.4% | -24.8% | +62.2% | +51.6% |
| 1Y | +54.8% | -8.2% | +63.0% | +51.4% |
| 3Y | -25.2% | -29.1% | +3.9% | -32.2% |
| 5Y | +62.7% | -79.2% | +141.9% | +190.0% |
| 10Y | +574.3% | -68.1% | +642.4% | +791.7% |
| All | +209.9% | +290.1% | -80.2% | +3.7% |
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 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