+390.5%
ONTO vs VFC
-70.1%
+460.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.1% | +10.9% | +11.0% |
| 7D | -14.0% | +11.2% | -25.2% | -17.5% |
| 30D | -43.1% | +41.5% | -84.6% | -50.5% |
| 3M | -35.5% | +38.9% | -74.4% | -43.6% |
| 6M | -41.1% | +6.1% | -47.2% | -43.6% |
| YTD | +9.8% | +14.5% | -4.8% | +1.4% |
| 1Y | +31.5% | +46.0% | -14.4% | +10.1% |
| 3Y | +45.2% | +36.4% | +8.8% | +8.8% |
| 5Y | +86.7% | -67.5% | +154.2% | +187.4% |
| All | +390.5% | -70.1% | +460.6% | +621.8% |
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