-27.4%
ON vs VMC
+22.8%
-50.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.5% |
| 7D | -2.2% | -0.5% | -1.6% | -1.9% |
| 30D | -12.4% | -9.1% | -3.3% | -7.7% |
| 3M | -41.2% | -4.1% | -37.1% | -40.5% |
| 6M | +25.0% | -5.5% | +30.5% | +27.3% |
| YTD | +31.3% | -8.9% | +40.2% | +34.7% |
| 1Y | +45.4% | -12.9% | +58.4% | +53.5% |
| 3Y | -27.4% | +22.1% | -49.5% | -37.1% |
| All | -27.4% | +22.8% | -50.2% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling