+629.3%
ON vs VYM
+209.2%
+420.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +7.3% |
| 7D | +2.4% | -0.8% | +3.2% | +3.9% |
| 30D | -8.6% | -2.2% | -6.4% | -4.9% |
| 3M | -34.3% | +3.1% | -37.4% | -37.5% |
| 6M | +28.5% | +9.7% | +18.8% | +11.4% |
| YTD | +40.6% | +14.9% | +25.7% | +12.9% |
| 1Y | +55.3% | +17.6% | +37.8% | +20.7% |
| 3Y | -22.2% | +65.3% | -87.5% | -64.3% |
| 5Y | +62.4% | +78.7% | -16.3% | -30.6% |
| All | +629.3% | +209.2% | +420.1% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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