+561.8%
ON vs VT
+221.4%
+340.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.4% |
| 7D | -2.2% | +1.0% | -3.2% | -4.1% |
| 30D | -12.4% | -0.2% | -12.2% | -11.9% |
| 3M | -41.2% | +4.5% | -45.8% | -45.1% |
| 6M | +25.0% | +14.1% | +10.9% | -0.4% |
| YTD | +31.3% | +14.8% | +16.5% | +3.4% |
| 1Y | +45.4% | +21.2% | +24.2% | +3.9% |
| 3Y | -27.4% | +76.6% | -104.0% | -73.6% |
| 5Y | +58.5% | +66.6% | -8.1% | -30.4% |
| 10Y | +561.8% | +222.3% | +339.6% | +5.2% |
| All | +561.8% | +221.4% | +340.4% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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