+962.6%
ON vs VUG
+1,251.8%
-289.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.7% |
| 7D | +2.4% | -0.1% | +2.5% | +2.6% |
| 30D | -3.3% | -0.3% | -3.0% | -2.8% |
| 3M | -43.6% | -0.7% | -42.9% | -42.2% |
| 6M | +19.0% | +14.6% | +4.3% | -1.3% |
| YTD | +37.4% | +9.0% | +28.3% | +22.4% |
| 1Y | +54.8% | +14.9% | +39.9% | +27.9% |
| 3Y | -25.2% | +86.0% | -111.2% | -69.7% |
| 5Y | +62.7% | +76.7% | -14.0% | -24.8% |
| 10Y | +574.3% | +411.3% | +163.0% | -33.2% |
| All | +962.6% | +1,251.8% | -289.2% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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