+915.4%
ON vs VTV
+715.1%
+200.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.6% |
| 30D | -12.4% | +0.1% | -12.6% | -12.6% |
| 3M | -41.2% | +6.2% | -47.4% | -45.9% |
| 6M | +25.0% | +13.5% | +11.5% | +5.6% |
| YTD | +31.3% | +18.9% | +12.4% | +4.0% |
| 1Y | +45.4% | +25.8% | +19.6% | +6.5% |
| 3Y | -27.4% | +68.7% | -96.1% | -63.8% |
| 5Y | +58.5% | +80.3% | -21.8% | -24.2% |
| 10Y | +561.8% | +226.3% | +335.5% | +54.6% |
| All | +915.4% | +715.1% | +200.4% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling