-21.7%
ONON vs VFC
-77.8%
+56.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +0.3% |
| 7D | -2.1% | -1.4% | -0.7% | -1.5% |
| 30D | -11.6% | -9.0% | -2.6% | -8.2% |
| 3M | -30.1% | -24.2% | -5.9% | -22.7% |
| 6M | -30.5% | -18.5% | -12.0% | -25.6% |
| YTD | -41.0% | -25.9% | -15.2% | -34.6% |
| 1Y | -36.7% | -13.0% | -23.7% | -35.1% |
| 3Y | -8.6% | -20.3% | +11.7% | -16.8% |
| All | -21.7% | -77.8% | +56.1% | +96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling