+1,043.0%
ON vs VYM
+487.3%
+555.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | -1.9% | -1.0% | -0.9% | -0.4% |
| 30D | -11.0% | -2.0% | -9.0% | -8.2% |
| 3M | -39.3% | +3.1% | -42.4% | -41.8% |
| 6M | +19.8% | +8.9% | +10.9% | +7.0% |
| YTD | +31.1% | +14.7% | +16.4% | +8.5% |
| 1Y | +46.0% | +19.4% | +26.6% | +14.4% |
| 3Y | -27.5% | +65.4% | -92.9% | -63.3% |
| 5Y | +56.9% | +77.6% | -20.7% | -24.6% |
| 10Y | +591.8% | +207.8% | +384.0% | +70.0% |
| All | +1,043.0% | +487.3% | +555.7% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling