-32.1%
ONEW vs VT
+116.2%
-148.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +2.0% |
| 7D | +1.7% | +2.9% | -1.2% | -2.8% |
| 30D | +8.5% | -2.5% | +11.0% | +13.3% |
| 3M | -19.6% | -3.3% | -16.3% | -14.8% |
| 6M | -11.7% | +1.5% | -13.3% | -13.7% |
| YTD | -9.0% | +11.4% | -20.3% | -22.9% |
| 1Y | -36.5% | +11.9% | -48.4% | -46.4% |
| 3Y | -58.9% | +73.9% | -132.8% | -81.9% |
| 5Y | -80.1% | +57.9% | -138.0% | -89.7% |
| All | -32.1% | +116.2% | -148.3% | -78.7% |
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