-21.7%
ONON vs VMC
+49.7%
-71.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.5% |
| 7D | -2.1% | -3.8% | +1.7% | +0.7% |
| 30D | -11.6% | -9.7% | -1.9% | -4.9% |
| 3M | -30.1% | -9.6% | -20.5% | -25.2% |
| 6M | -30.5% | -4.8% | -25.7% | -28.8% |
| YTD | -41.0% | -10.9% | -30.2% | -37.6% |
| 1Y | -36.7% | -15.6% | -21.1% | -30.4% |
| 3Y | -8.6% | +19.3% | -27.9% | -29.1% |
| All | -21.7% | +49.7% | -71.3% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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