-29.9%
ONEW vs VT
+116.1%
-146.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +2.0% |
| 7D | -1.4% | +0.4% | -1.7% | -1.5% |
| 30D | +8.8% | -2.6% | +11.4% | +13.8% |
| 3M | -15.5% | -3.2% | -12.3% | -10.6% |
| 6M | -15.7% | +0.9% | -16.6% | -16.7% |
| YTD | -6.0% | +11.3% | -17.3% | -20.3% |
| 1Y | -32.3% | +14.0% | -46.3% | -44.6% |
| 3Y | -56.5% | +75.8% | -132.4% | -81.2% |
| 5Y | -79.5% | +57.8% | -137.4% | -89.3% |
| All | -29.9% | +116.1% | -146.0% | -78.0% |
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