+81.0%
ONLN vs VT
+153.1%
-72.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | +3.4% | -0.1% | +3.5% | +3.6% |
| 30D | +3.9% | -3.1% | +7.0% | +8.2% |
| 3M | -2.7% | -3.5% | +0.8% | +1.7% |
| 6M | +1.5% | +0.5% | +1.0% | +0.5% |
| YTD | +0.7% | +10.8% | -10.0% | -12.1% |
| 1Y | -1.8% | +11.9% | -13.7% | -15.4% |
| 3Y | +96.9% | +73.0% | +23.9% | -1.7% |
| 5Y | -12.8% | +58.6% | -71.4% | -50.2% |
| All | +81.0% | +153.1% | -72.2% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling