-36.7%
ONON vs VFC
-10.6%
-26.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +0.4% |
| 7D | -2.1% | -1.4% | -0.7% | -1.5% |
| 30D | -11.6% | -9.0% | -2.6% | -8.3% |
| 3M | -30.1% | -24.2% | -5.9% | -23.4% |
| 6M | -30.5% | -18.5% | -12.0% | -26.5% |
| YTD | -41.0% | -25.9% | -15.2% | -35.3% |
| 1Y | -36.7% | -13.0% | -23.7% | -35.2% |
| All | -36.7% | -10.6% | -26.1% | -35.2% |
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