-21.7%
ONON vs VIG
+64.9%
-86.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +0.8% |
| 7D | -2.1% | -1.1% | -1.0% | -0.1% |
| 30D | -11.6% | -2.7% | -8.9% | -6.9% |
| 3M | -30.1% | +2.5% | -32.6% | -33.2% |
| 6M | -30.5% | +9.2% | -39.7% | -40.5% |
| YTD | -41.0% | +9.8% | -50.9% | -50.0% |
| 1Y | -36.7% | +12.4% | -49.1% | -48.5% |
| 3Y | -8.6% | +55.9% | -64.5% | -60.2% |
| All | -21.7% | +64.9% | -86.6% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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