+99.1%
V vs ON
+5.6%
+93.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +2.2% | -11.7% | +13.9% | +3.5% |
| 30D | +13.6% | -23.3% | +36.9% | +16.7% |
| 3M | +14.3% | -19.2% | +33.5% | +16.4% |
| 6M | +33.1% | -40.1% | +73.2% | +37.6% |
| YTD | +21.2% | +16.9% | +4.3% | +12.4% |
| 1Y | +26.4% | +29.7% | -3.3% | +15.1% |
| 3Y | +77.6% | -4.4% | +82.0% | +60.5% |
| All | +99.1% | +5.6% | +93.5% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling