-23.3%
ONON vs VFC
-78.9%
+55.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.9% |
| 7D | -5.3% | -4.0% | -1.4% | -3.8% |
| 30D | -13.1% | -14.6% | +1.5% | -7.4% |
| 3M | -29.3% | -23.1% | -6.2% | -22.3% |
| 6M | -34.5% | -25.2% | -9.3% | -27.5% |
| YTD | -42.2% | -29.5% | -12.8% | -34.6% |
| 1Y | -37.3% | -14.4% | -23.0% | -35.3% |
| 3Y | -9.3% | -28.7% | +19.5% | -12.3% |
| All | -23.3% | -78.9% | +55.6% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling