+36.5%
ON vs VG
-39.3%
+75.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +2.4% | +1.7% | +0.7% | +2.2% |
| 30D | -3.3% | +16.0% | -19.3% | -4.9% |
| 3M | -43.6% | +9.7% | -53.3% | -44.5% |
| 6M | +19.0% | +29.6% | -10.6% | +10.3% |
| YTD | +37.4% | +112.0% | -74.7% | +12.8% |
| 1Y | +54.8% | +12.8% | +42.0% | +45.2% |
| All | +36.5% | -39.3% | +75.8% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling