+591.8%
ON vs VO
+193.0%
+398.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.3% |
| 7D | -1.9% | -0.6% | -1.3% | -0.8% |
| 30D | -11.0% | -1.9% | -9.1% | -7.8% |
| 3M | -39.3% | +3.3% | -42.6% | -42.0% |
| 6M | +19.8% | +9.7% | +10.1% | +4.2% |
| YTD | +31.1% | +12.6% | +18.5% | +9.1% |
| 1Y | +46.0% | +13.6% | +32.3% | +20.2% |
| 3Y | -27.5% | +56.8% | -84.3% | -64.4% |
| 5Y | +56.9% | +42.3% | +14.6% | -2.6% |
| 10Y | +591.8% | +199.2% | +392.6% | +49.8% |
| All | +591.8% | +193.0% | +398.8% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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