+35.3%
ON vs VG
-44.1%
+79.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.4% |
| 7D | +17.0% | +15.1% | +1.9% | +15.3% |
| 30D | -3.9% | -4.2% | +0.3% | -3.6% |
| 3M | -11.5% | -3.1% | -8.4% | -11.5% |
| 6M | -29.2% | +0.3% | -29.5% | -30.2% |
| YTD | +36.2% | +95.5% | -59.3% | +12.5% |
| 1Y | +49.6% | +64.4% | -14.8% | +28.1% |
| All | +35.3% | -44.1% | +79.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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