+449.2%
ONTO vs VICR
+358.4%
+90.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +11.3% | +0.7% | +7.4% |
| 7D | +1.4% | -6.5% | +7.9% | +4.9% |
| 30D | -34.1% | -38.5% | +4.4% | -20.2% |
| 3M | -37.1% | -26.1% | -11.0% | -30.0% |
| 6M | -31.8% | -36.2% | +4.4% | -21.0% |
| YTD | +22.9% | +49.2% | -26.3% | +1.4% |
| 1Y | +39.5% | +87.0% | -47.5% | +5.7% |
| 3Y | +57.7% | +350.4% | -292.8% | -24.4% |
| 5Y | +115.8% | +3.7% | +112.1% | +69.5% |
| All | +449.2% | +358.4% | +90.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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