+946.1%
ON vs VIG
+623.5%
+322.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.7% |
| 7D | +2.4% | -0.4% | +2.9% | +3.2% |
| 30D | -3.3% | -1.0% | -2.3% | -1.8% |
| 3M | -43.6% | +2.8% | -46.3% | -45.9% |
| 6M | +19.0% | +8.2% | +10.8% | +5.8% |
| YTD | +37.4% | +11.0% | +26.3% | +17.3% |
| 1Y | +54.8% | +16.1% | +38.6% | +23.5% |
| 3Y | -25.2% | +56.2% | -81.3% | -61.3% |
| 5Y | +62.7% | +63.0% | -0.3% | -16.3% |
| 10Y | +574.3% | +241.4% | +332.9% | +23.1% |
| All | +946.1% | +623.5% | +322.6% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling