-18.9%
ONT vs VT
+129.5%
-148.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | +4.8% | +0.4% | +4.3% | +4.1% |
| 30D | -21.1% | +1.0% | -22.1% | -21.9% |
| 3M | +2.1% | +2.4% | -0.3% | -1.6% |
| 6M | -34.5% | +12.0% | -46.5% | -45.4% |
| YTD | -28.1% | +15.3% | -43.4% | -42.7% |
| 1Y | -39.1% | +22.6% | -61.7% | -56.0% |
| 3Y | -54.1% | +74.7% | -128.7% | -80.7% |
| 5Y | -65.7% | +66.1% | -131.8% | -84.5% |
| All | -18.9% | +129.5% | -148.4% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling