-23.3%
ONON vs VMC
+48.4%
-71.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | -0.2% |
| 7D | -5.3% | -3.7% | -1.6% | -2.7% |
| 30D | -13.1% | -12.8% | -0.4% | -4.3% |
| 3M | -29.3% | -7.9% | -21.4% | -25.4% |
| 6M | -34.5% | -7.5% | -27.0% | -31.5% |
| YTD | -42.2% | -11.6% | -30.6% | -38.5% |
| 1Y | -37.3% | -14.3% | -23.1% | -32.1% |
| 3Y | -9.3% | +18.5% | -27.8% | -29.3% |
| All | -23.3% | +48.4% | -71.7% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling