+5.6%
ONT vs VT
+120.9%
-115.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +1.1% |
| 7D | +6.0% | +2.4% | +3.6% | +2.5% |
| 30D | +71.4% | -1.5% | +72.9% | +72.9% |
| 3M | +32.7% | -4.1% | +36.9% | +39.4% |
| 6M | +49.6% | +0.6% | +49.0% | +45.3% |
| YTD | -6.4% | +11.0% | -17.5% | -22.3% |
| 1Y | -5.0% | +13.3% | -18.3% | -23.6% |
| 3Y | -9.3% | +73.4% | -82.7% | -62.4% |
| 5Y | -69.5% | +57.4% | -126.9% | -85.4% |
| All | +5.6% | +120.9% | -115.4% | -65.2% |
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