-23.2%
ONIT vs VT
+374.2%
-397.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | -6.8% | +1.0% | -7.8% | -7.7% |
| 3M | -4.2% | +2.4% | -6.5% | -7.0% |
| 6M | -13.9% | +12.0% | -25.9% | -23.9% |
| YTD | -22.6% | +15.3% | -37.9% | -33.8% |
| 1Y | -16.8% | +22.6% | -39.4% | -33.2% |
| 3Y | +17.6% | +74.7% | -57.1% | -33.3% |
| 5Y | +26.1% | +66.1% | -40.1% | -24.4% |
| 10Y | -31.3% | +225.0% | -256.3% | -74.9% |
| All | -23.2% | +374.2% | -397.4% | -73.1% |
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