+695.7%
ONTO vs VICR
+442.0%
+253.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +3.9% |
| 7D | +9.7% | +9.8% | -0.2% | +5.7% |
| 30D | -8.8% | -12.6% | +3.8% | -3.8% |
| 3M | +4.5% | -29.7% | +34.2% | +20.8% |
| 6M | +56.4% | +18.8% | +37.6% | +43.5% |
| YTD | +78.1% | +76.4% | +1.7% | +39.5% |
| 1Y | +171.3% | +282.4% | -111.1% | +53.3% |
| 3Y | +118.7% | +206.2% | -87.5% | +20.9% |
| 5Y | +269.4% | +53.9% | +215.5% | +138.2% |
| All | +695.7% | +442.0% | +253.7% | +134.9% |
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