+196.1%
ON vs VMC
+808.9%
-612.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.3% |
| 7D | +12.2% | -1.3% | +13.5% | +13.1% |
| 30D | -3.1% | +15.5% | -18.6% | -11.3% |
| 3M | -12.9% | +0.6% | -13.5% | -13.5% |
| 6M | -38.6% | +2.1% | -40.7% | -40.1% |
| YTD | +31.2% | -1.6% | +32.8% | +29.9% |
| 1Y | +47.6% | -1.2% | +48.8% | +45.8% |
| 3Y | +6.6% | +35.3% | -28.7% | -13.2% |
| 5Y | +21.3% | +43.6% | -22.3% | -3.4% |
| 10Y | +533.3% | +126.7% | +406.6% | +275.2% |
| All | +196.1% | +808.9% | -612.8% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling