-81.5%
ONL vs VT
+61.0%
-142.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -4.3% |
| 7D | +6.0% | -0.7% | +6.7% | +7.0% |
| 30D | +22.3% | -1.7% | +24.1% | +24.9% |
| 3M | -4.3% | -2.3% | -2.0% | -1.7% |
| 6M | -7.0% | +1.5% | -8.5% | -8.9% |
| YTD | +19.3% | +12.0% | +7.3% | +4.4% |
| 1Y | +8.0% | +12.9% | -4.9% | -6.5% |
| 3Y | -36.4% | +74.9% | -111.4% | -65.3% |
| All | -81.5% | +61.0% | -142.5% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling