+376.8%
V vs ON
+552.1%
-175.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.9% |
| 7D | -1.1% | -2.2% | +1.1% | -0.7% |
| 30D | +1.9% | -12.4% | +14.3% | +4.3% |
| 3M | +15.5% | -41.2% | +56.7% | +25.4% |
| 6M | +16.6% | +25.0% | -8.4% | +5.7% |
| YTD | +5.7% | +31.3% | -25.5% | -5.6% |
| 1Y | +8.6% | +45.4% | -36.9% | -6.1% |
| 3Y | +52.5% | -27.4% | +79.9% | +45.2% |
| 5Y | +67.1% | +58.5% | +8.6% | +19.6% |
| 10Y | +376.8% | +561.8% | -185.0% | +103.8% |
| All | +376.8% | +552.1% | -175.3% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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