-22.1%
ONON vs VT
+68.2%
-90.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.7% |
| 7D | -1.7% | +1.0% | -2.7% | -3.4% |
| 30D | -27.4% | -0.2% | -27.1% | -27.0% |
| 3M | -26.5% | +4.5% | -31.1% | -32.6% |
| 6M | -34.2% | +14.1% | -48.3% | -48.8% |
| YTD | -41.3% | +14.8% | -56.1% | -54.8% |
| 1Y | -39.7% | +21.2% | -60.9% | -58.2% |
| 3Y | -7.8% | +76.6% | -84.4% | -69.8% |
| All | -22.1% | +68.2% | -90.3% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling