+493.5%
ONTO vs VYM
+126.8%
+366.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +34.4% | +3.3% | +31.1% | +28.2% |
| 30D | -20.4% | +3.8% | -24.2% | -24.4% |
| 3M | -37.8% | -0.4% | -37.5% | -37.2% |
| 6M | -24.6% | +7.1% | -31.7% | -31.4% |
| YTD | +32.8% | +17.1% | +15.7% | +7.0% |
| 1Y | +54.7% | +18.4% | +36.3% | +22.7% |
| 3Y | +54.7% | +74.5% | -19.9% | -26.4% |
| 5Y | +134.0% | +72.5% | +61.5% | +16.7% |
| All | +493.5% | +126.8% | +366.7% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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