-71.0%
ONCY vs VT
+222.7%
-293.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.4% |
| 7D | -9.1% | -0.1% | -9.0% | -9.0% |
| 30D | 0.0% | -0.7% | +0.7% | +0.8% |
| 3M | -1.2% | +4.0% | -5.2% | -6.1% |
| 6M | -24.5% | +12.3% | -36.8% | -34.8% |
| YTD | -8.0% | +14.0% | -22.1% | -21.8% |
| 1Y | -42.4% | +20.3% | -62.7% | -54.2% |
| 3Y | -64.3% | +75.4% | -139.7% | -82.8% |
| 5Y | -62.8% | +66.0% | -128.8% | -80.6% |
| 10Y | -71.0% | +228.2% | -299.2% | -92.5% |
| All | -71.0% | +222.7% | -293.6% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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