+26.8%
ON vs VG
-50.2%
+77.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.3% | +6.8% | +8.9% |
| 7D | -1.4% | -8.3% | +6.9% | -0.5% |
| 30D | -10.9% | -10.3% | -0.5% | -10.0% |
| 3M | -14.9% | -10.8% | -4.1% | -14.1% |
| 6M | -33.0% | +3.5% | -36.5% | -34.7% |
| YTD | +27.6% | +74.0% | -46.3% | +6.8% |
| 1Y | +44.5% | +48.9% | -4.4% | +24.4% |
| All | +26.8% | -50.2% | +77.0% | +8.5% |
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