+899.4%
ON vs VIG
+655.8%
+243.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +12.2% | +3.5% | +8.8% | +6.4% |
| 30D | -3.1% | +4.9% | -8.1% | -10.1% |
| 3M | -12.9% | +2.5% | -15.4% | -15.8% |
| 6M | -38.6% | +11.0% | -49.6% | -47.6% |
| YTD | +31.2% | +16.0% | +15.3% | +5.1% |
| 1Y | +47.6% | +17.5% | +30.1% | +15.9% |
| 3Y | +6.6% | +67.0% | -60.4% | -50.1% |
| 5Y | +21.3% | +64.8% | -43.5% | -38.5% |
| 10Y | +533.3% | +263.6% | +269.7% | +5.4% |
| All | +899.4% | +655.8% | +243.6% | -39.5% |
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