+658.6%
ONTO vs VFC
-80.4%
+739.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.3% |
| 7D | -1.0% | -1.6% | +0.6% | -0.4% |
| 30D | -2.9% | -11.6% | +8.7% | +1.7% |
| 3M | -2.5% | -18.1% | +15.6% | +4.1% |
| 6M | +28.2% | -27.4% | +55.6% | +42.9% |
| YTD | +69.8% | -24.8% | +94.6% | +85.4% |
| 1Y | +162.9% | -8.2% | +171.1% | +162.7% |
| 3Y | +95.9% | -29.1% | +125.1% | +88.8% |
| 5Y | +244.5% | -79.2% | +323.7% | +531.0% |
| All | +658.6% | -80.4% | +739.0% | +1,219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling