+341.5%
ONTO vs VFC
-70.2%
+411.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -2.9% | -12.7% | -14.5% |
| 7D | -29.7% | +10.9% | -40.6% | -32.5% |
| 30D | -50.3% | +40.6% | -90.9% | -56.6% |
| 3M | -43.5% | +34.4% | -77.9% | -49.9% |
| 6M | -48.9% | +12.3% | -61.1% | -52.2% |
| YTD | -1.2% | +14.4% | -15.6% | -8.7% |
| 1Y | +14.9% | +40.6% | -25.7% | -2.4% |
| 3Y | +31.2% | +40.1% | -8.9% | -2.9% |
| 5Y | +68.1% | -67.6% | +135.7% | +158.9% |
| All | +341.5% | -70.2% | +411.7% | +550.1% |
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