+7.2%
ONON vs VCIT
+3.0%
+4.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | +5.7% | +0.7% | +4.9% | +4.3% |
| 30D | +7.0% | +1.8% | +5.2% | +3.5% |
| 3M | -0.1% | -1.1% | +1.1% | +1.9% |
| 6M | +6.5% | -1.7% | +8.2% | +9.9% |
| YTD | -19.3% | -1.1% | -18.1% | -17.2% |
| 1Y | +7.2% | -0.4% | +7.6% | +8.3% |
| 3Y | +39.1% | +20.5% | +18.6% | -2.5% |
| 5Y | -0.8% | +3.8% | -4.6% | -31.4% |
| All | +7.2% | +3.0% | +4.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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