+6.7%
ONON vs VT
+59.0%
-52.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.9% |
| 7D | +10.6% | -2.3% | +12.9% | +15.1% |
| 30D | +12.5% | -5.0% | +17.4% | +22.6% |
| 3M | +0.1% | -4.9% | +4.9% | +8.8% |
| 6M | +3.6% | -1.5% | +5.1% | +4.8% |
| YTD | -19.6% | +8.5% | -28.1% | -31.9% |
| 1Y | +5.2% | +11.4% | -6.2% | -15.4% |
| 3Y | +33.1% | +70.1% | -36.9% | -54.0% |
| 5Y | -4.7% | +53.7% | -58.4% | -53.9% |
| All | +6.7% | +59.0% | -52.3% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling