-81.1%
ONL vs VT
+55.9%
-137.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.2% | +14.2% | +14.2% |
| 7D | +13.5% | -2.3% | +15.8% | +16.6% |
| 30D | +18.5% | -5.0% | +23.5% | +25.6% |
| 3M | +4.3% | -4.9% | +9.2% | +10.5% |
| 6M | -5.9% | -1.5% | -4.3% | -4.5% |
| YTD | +22.0% | +8.5% | +13.6% | +10.8% |
| 1Y | +13.6% | +11.4% | +2.2% | -0.2% |
| 3Y | -38.4% | +70.1% | -108.5% | -65.3% |
| All | -81.1% | +55.9% | -137.0% | -88.3% |
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