-35.5%
ONEW vs VT
+115.6%
-151.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.5% |
| 7D | -2.3% | +2.4% | -4.6% | -5.8% |
| 30D | +6.4% | -1.5% | +7.9% | +9.2% |
| 3M | -23.3% | -4.1% | -19.2% | -17.7% |
| 6M | -14.4% | +0.6% | -15.0% | -15.0% |
| YTD | -13.5% | +11.0% | -24.5% | -26.4% |
| 1Y | -32.6% | +13.3% | -45.9% | -44.4% |
| 3Y | -61.7% | +73.4% | -135.0% | -83.0% |
| 5Y | -81.1% | +57.4% | -138.5% | -90.1% |
| All | -35.5% | +115.6% | -151.1% | -79.7% |
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