+449.2%
ONTO vs VCLT
-3.1%
+452.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +11.7% |
| 7D | +1.4% | +1.2% | +0.1% | +0.1% |
| 30D | -34.1% | +3.4% | -37.5% | -36.4% |
| 3M | -37.1% | -0.9% | -36.2% | -36.8% |
| 6M | -31.8% | -3.1% | -28.7% | -29.7% |
| YTD | +22.9% | -2.4% | +25.3% | +26.2% |
| 1Y | +39.5% | -2.7% | +42.2% | +43.7% |
| 3Y | +57.7% | +16.9% | +40.8% | +35.4% |
| 5Y | +115.8% | -17.0% | +132.8% | +157.0% |
| All | +449.2% | -3.1% | +452.4% | +492.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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