+341.5%
ONTO vs VMC
+105.2%
+236.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.1% | -11.5% | -12.9% |
| 7D | -29.7% | +1.9% | -31.6% | -30.7% |
| 30D | -50.3% | +14.7% | -65.0% | -55.0% |
| 3M | -43.5% | -0.3% | -43.2% | -43.9% |
| 6M | -48.9% | -1.7% | -47.2% | -49.6% |
| YTD | -1.2% | +0.7% | -1.9% | -4.8% |
| 1Y | +14.9% | +0.9% | +14.0% | +10.5% |
| 3Y | +31.2% | +40.5% | -9.3% | +0.7% |
| 5Y | +68.1% | +51.5% | +16.5% | +21.2% |
| All | +341.5% | +105.2% | +236.3% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling