-22.1%
ONON vs VSH
+66.1%
-88.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.2% |
| 7D | -1.7% | +6.2% | -7.9% | -3.9% |
| 30D | -27.4% | -11.1% | -16.3% | -24.6% |
| 3M | -26.5% | -44.9% | +18.4% | -11.2% |
| 6M | -34.2% | +90.0% | -124.2% | -59.3% |
| YTD | -41.3% | +118.8% | -160.1% | -66.9% |
| 1Y | -39.7% | +109.0% | -148.6% | -65.6% |
| 3Y | -7.8% | +35.6% | -43.5% | -34.4% |
| All | -22.1% | +66.1% | -88.2% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 all: compounded portfolio wealth divided by compounded VSH 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…
all analysis · Full analysis span regression · 6 months rolling