+1,435.2%
ON vs VWO
+326.6%
+1,108.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.1% |
| 7D | -2.2% | +0.9% | -3.1% | -3.0% |
| 30D | -12.4% | +1.3% | -13.7% | -13.5% |
| 3M | -41.2% | +5.1% | -46.3% | -43.3% |
| 6M | +25.0% | +12.5% | +12.4% | +13.6% |
| YTD | +31.3% | +14.0% | +17.2% | +17.9% |
| 1Y | +45.4% | +19.7% | +25.7% | +25.2% |
| 3Y | -27.4% | +66.8% | -94.2% | -53.7% |
| 5Y | +58.5% | +36.2% | +22.3% | +27.1% |
| 10Y | +561.8% | +111.0% | +450.8% | +296.2% |
| All | +1,435.2% | +326.6% | +1,108.6% | +343.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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