-21.7%
ONON vs VYM
+79.4%
-101.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.0% |
| 7D | -2.1% | -0.8% | -1.3% | -0.7% |
| 30D | -11.6% | -2.2% | -9.4% | -8.1% |
| 3M | -30.1% | +3.1% | -33.2% | -33.5% |
| 6M | -30.5% | +9.7% | -40.2% | -40.3% |
| YTD | -41.0% | +14.9% | -55.9% | -53.0% |
| 1Y | -36.7% | +17.6% | -54.3% | -51.4% |
| 3Y | -8.6% | +65.3% | -73.9% | -61.3% |
| All | -21.7% | +79.4% | -101.1% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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