+459.0%
ONTO vs VIG
+137.1%
+321.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.4% |
| 7D | -2.4% | +1.0% | -3.4% | -3.5% |
| 30D | -32.9% | +4.5% | -37.5% | -37.6% |
| 3M | -32.2% | +2.1% | -34.3% | -34.4% |
| 6M | -30.6% | +10.5% | -41.1% | -40.9% |
| YTD | +25.1% | +15.1% | +10.0% | +0.9% |
| 1Y | +40.0% | +16.9% | +23.1% | +10.2% |
| 3Y | +45.7% | +65.6% | -19.9% | -29.8% |
| 5Y | +128.8% | +64.4% | +64.4% | +15.5% |
| All | +459.0% | +137.1% | +321.9% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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