+546.8%
ON vs VMC
+126.5%
+420.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.2% |
| 7D | +17.0% | -1.7% | +18.7% | +18.5% |
| 30D | -3.9% | +15.3% | -19.1% | -13.4% |
| 3M | -11.5% | +0.3% | -11.8% | -12.1% |
| 6M | -29.2% | +0.9% | -30.1% | -30.9% |
| YTD | +36.2% | -1.0% | +37.2% | +33.3% |
| 1Y | +49.6% | -4.3% | +54.0% | +50.2% |
| 3Y | +9.4% | +35.3% | -25.9% | -16.3% |
| 5Y | +25.8% | +44.4% | -18.6% | -8.3% |
| All | +546.8% | +126.5% | +420.3% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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