+72.2%
V vs ON
+62.4%
+9.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -1.7% | +2.4% | -4.1% | -2.0% |
| 30D | +2.0% | -3.3% | +5.3% | +2.2% |
| 3M | +17.4% | -43.6% | +60.9% | +24.0% |
| 6M | +17.5% | +19.0% | -1.5% | +10.4% |
| YTD | +7.6% | +37.4% | -29.8% | -1.4% |
| 1Y | +7.7% | +54.8% | -47.0% | -3.6% |
| 3Y | +54.7% | -25.2% | +79.8% | +49.3% |
| All | +72.2% | +62.4% | +9.8% | +38.9% |
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