-10.5%
ONON vs VFC
-27.2%
+16.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | -3.5% | -2.3% | -1.1% | -2.7% |
| 30D | -30.8% | -13.4% | -17.4% | -27.5% |
| 3M | -29.8% | -23.7% | -6.1% | -24.1% |
| 6M | -34.8% | -24.5% | -10.4% | -29.4% |
| YTD | -42.3% | -27.8% | -14.4% | -36.6% |
| 1Y | -39.5% | -13.5% | -26.1% | -37.8% |
| All | -10.5% | -27.2% | +16.7% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling