+7.2%
ONT vs VT
+121.5%
-114.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.6% | +5.0% | +3.7% |
| 7D | +49.3% | +0.4% | +48.9% | +46.7% |
| 30D | +70.8% | -2.6% | +73.4% | +75.3% |
| 3M | +42.9% | -3.2% | +46.1% | +48.1% |
| 6M | +45.8% | +0.9% | +44.9% | +40.8% |
| YTD | -5.0% | +11.3% | -16.3% | -21.4% |
| 1Y | -9.0% | +14.0% | -23.0% | -27.5% |
| 3Y | -9.7% | +75.8% | -85.5% | -63.4% |
| 5Y | -69.4% | +57.8% | -127.2% | -85.4% |
| All | +7.2% | +121.5% | -114.3% | -64.8% |
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 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