+27.7%
ON vs VG
-49.4%
+77.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -4.1% | -7.7% | +3.6% | -3.3% |
| 30D | -10.2% | -8.8% | -1.4% | -9.5% |
| 3M | -12.7% | -15.6% | +2.9% | -11.4% |
| 6M | -32.5% | +5.2% | -37.8% | -34.3% |
| YTD | +28.6% | +76.9% | -48.4% | +7.4% |
| 1Y | +43.4% | +42.5% | +0.9% | +25.1% |
| All | +27.7% | -49.4% | +77.1% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling