+629.3%
ON vs VTV
+234.5%
+394.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +7.3% |
| 7D | +2.4% | -1.1% | +3.5% | +4.5% |
| 30D | -8.6% | -1.0% | -7.6% | -6.9% |
| 3M | -34.3% | +4.6% | -39.0% | -38.9% |
| 6M | +28.5% | +13.5% | +15.0% | +5.5% |
| YTD | +40.6% | +18.5% | +22.1% | +7.7% |
| 1Y | +55.3% | +22.9% | +32.4% | +12.3% |
| 3Y | -22.2% | +67.8% | -90.0% | -65.1% |
| 5Y | +62.4% | +81.8% | -19.5% | -32.2% |
| All | +629.3% | +234.5% | +394.8% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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