-81.1%
ONL vs VT
+65.8%
-146.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -4.6% | +0.4% | -5.0% | -5.1% |
| 30D | +1.9% | +1.0% | +0.9% | +0.8% |
| 3M | -6.6% | +2.4% | -8.9% | -9.3% |
| 6M | +10.3% | +12.0% | -1.8% | -3.6% |
| YTD | +22.0% | +15.3% | +6.6% | +3.2% |
| 1Y | -5.0% | +22.6% | -27.6% | -25.4% |
| 3Y | -43.3% | +74.7% | -118.0% | -69.2% |
| All | -81.1% | +65.8% | -146.8% | -89.1% |
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