+508.7%
ONTO vs VICR
+371.3%
+137.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.0% | +4.9% | +7.3% |
| 7D | +16.4% | +5.7% | +10.7% | +14.6% |
| 30D | -21.4% | -35.2% | +13.8% | -6.8% |
| 3M | -32.7% | -20.3% | -12.5% | -27.4% |
| 6M | -25.2% | -46.3% | +21.1% | -6.7% |
| YTD | +36.2% | +53.4% | -17.1% | +11.2% |
| 1Y | +61.2% | +81.6% | -20.4% | +23.5% |
| 3Y | +58.7% | +360.5% | -301.9% | -24.5% |
| 5Y | +143.6% | +4.4% | +139.2% | +91.7% |
| All | +508.7% | +371.3% | +137.5% | +87.3% |
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