+209.9%
ON vs VMC
+755.1%
-545.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | +2.4% | -4.3% | +6.8% | +5.0% |
| 30D | -3.3% | -8.2% | +5.0% | +1.5% |
| 3M | -43.6% | -7.0% | -36.5% | -41.8% |
| 6M | +19.0% | -10.8% | +29.7% | +25.9% |
| YTD | +37.4% | -7.4% | +44.7% | +41.2% |
| 1Y | +54.8% | -9.5% | +64.3% | +60.9% |
| 3Y | -25.2% | +20.5% | -45.6% | -34.8% |
| 5Y | +62.7% | +51.6% | +11.2% | +25.8% |
| 10Y | +574.3% | +150.0% | +424.3% | +278.3% |
| All | +209.9% | +755.1% | -545.2% | -44.9% |
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 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