+240.3%
ONEY vs VT
+234.7%
+5.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.7% | +1.0% |
| 7D | +4.4% | -0.3% | +4.7% | +4.6% |
| 30D | +11.1% | -1.4% | +12.5% | +12.4% |
| 3M | +3.7% | -1.4% | +5.1% | +4.8% |
| 6M | +12.6% | +5.5% | +7.2% | +6.8% |
| YTD | +24.3% | +12.8% | +11.5% | +10.6% |
| 1Y | +28.9% | +15.4% | +13.4% | +12.3% |
| 3Y | +65.7% | +76.9% | -11.2% | -2.5% |
| 5Y | +65.1% | +60.4% | +4.7% | +5.7% |
| 10Y | +206.8% | +232.8% | -25.9% | +17.4% |
| All | +240.3% | +234.7% | +5.7% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling