+459.0%
ONTO vs VFC
-69.6%
+528.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -2.4% | +3.5% | -5.9% | -3.6% |
| 30D | -32.9% | +38.3% | -71.2% | -41.0% |
| 3M | -32.2% | +40.2% | -72.4% | -40.9% |
| 6M | -30.6% | +10.6% | -41.2% | -34.6% |
| YTD | +25.1% | +16.7% | +8.4% | +14.9% |
| 1Y | +40.0% | +45.0% | -5.0% | +17.6% |
| 3Y | +45.7% | +48.8% | -3.1% | +5.4% |
| 5Y | +128.8% | -67.6% | +196.4% | +253.9% |
| All | +459.0% | -69.6% | +528.6% | +717.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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