-39.2%
ONON vs VFC
-6.8%
-32.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.2% |
| 7D | -3.0% | -1.6% | -1.4% | -2.4% |
| 30D | -26.7% | -11.6% | -15.1% | -23.1% |
| 3M | -25.3% | -18.1% | -7.2% | -20.7% |
| 6M | -35.3% | -27.4% | -7.9% | -28.7% |
| YTD | -39.8% | -24.8% | -15.0% | -34.4% |
| 1Y | -39.2% | -8.2% | -31.0% | -37.6% |
| All | -39.2% | -6.8% | -32.4% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling