+27.7%
V vs ON
+45.4%
-17.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.2% |
| 7D | +0.9% | +12.2% | -11.3% | +1.2% |
| 30D | +9.0% | -3.1% | +12.1% | +8.9% |
| 3M | +16.7% | -12.9% | +29.6% | +16.3% |
| 6M | +33.4% | -38.6% | +72.0% | +31.6% |
| YTD | +22.4% | +31.2% | -8.9% | +10.1% |
| 1Y | +27.7% | +47.6% | -20.0% | +13.3% |
| All | +27.7% | +45.4% | -17.8% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling