-23.3%
ONON vs VCLT
-17.7%
-5.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +1.2% |
| 7D | -5.3% | -1.3% | -4.0% | -4.1% |
| 30D | -13.1% | -1.1% | -12.0% | -12.2% |
| 3M | -29.3% | -3.7% | -25.7% | -26.7% |
| 6M | -34.5% | -4.0% | -30.5% | -31.7% |
| YTD | -42.2% | -3.4% | -38.8% | -40.1% |
| 1Y | -37.3% | -4.1% | -33.2% | -34.6% |
| 3Y | -9.3% | +11.0% | -20.2% | -18.2% |
| All | -23.3% | -17.7% | -5.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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