+572.1%
ON vs VIG
+247.5%
+324.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.3% |
| 7D | -4.7% | -2.2% | -2.5% | -0.7% |
| 30D | -13.5% | -3.2% | -10.3% | -8.2% |
| 3M | -36.3% | +3.0% | -39.3% | -39.7% |
| 6M | +17.8% | +8.1% | +9.6% | +3.4% |
| YTD | +29.6% | +9.1% | +20.5% | +12.3% |
| 1Y | +45.8% | +12.6% | +33.2% | +20.1% |
| 3Y | -28.3% | +55.4% | -83.7% | -65.1% |
| 5Y | +49.6% | +62.8% | -13.1% | -28.4% |
| All | +572.1% | +247.5% | +324.6% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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