+30.4%
ON vs VG
-44.6%
+75.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | +12.2% | +14.0% | -1.7% | +10.7% |
| 30D | -3.1% | -1.0% | -2.2% | -3.2% |
| 3M | -12.9% | -2.7% | -10.2% | -12.9% |
| 6M | -38.6% | +1.5% | -40.1% | -39.5% |
| YTD | +31.2% | +93.7% | -62.5% | +8.5% |
| 1Y | +47.6% | +68.5% | -20.9% | +25.5% |
| All | +30.4% | -44.6% | +75.0% | +10.3% |
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