+390.5%
ONTO vs VMC
+103.2%
+287.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.0% | +12.1% | +11.7% |
| 7D | -14.0% | +0.5% | -14.6% | -14.6% |
| 30D | -43.1% | +15.8% | -58.9% | -48.9% |
| 3M | -35.5% | +0.6% | -36.1% | -36.5% |
| 6M | -41.1% | -4.0% | -37.0% | -41.0% |
| YTD | +9.8% | -0.3% | +10.1% | +6.4% |
| 1Y | +31.5% | -0.5% | +32.0% | +27.6% |
| 3Y | +45.2% | +39.6% | +5.6% | +11.8% |
| 5Y | +86.7% | +50.1% | +36.7% | +35.4% |
| All | +390.5% | +103.2% | +287.3% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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