-31.4%
ON vs VMC
+0.9%
-32.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.1% |
| 7D | +3.3% | -4.3% | +7.6% | +4.7% |
| 30D | -3.1% | +16.2% | -19.3% | -6.7% |
| 3M | -9.2% | -0.8% | -8.4% | -9.9% |
| 6M | -31.4% | +1.2% | -32.5% | -32.3% |
| All | -31.4% | +0.9% | -32.2% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling