+3,310.4%
V vs ON
+1,090.0%
+2,220.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.2% | -11.7% | +13.9% | +4.9% |
| 30D | +13.6% | -23.3% | +36.9% | +20.2% |
| 3M | +14.3% | -19.2% | +33.5% | +18.6% |
| 6M | +33.1% | -40.1% | +73.2% | +42.9% |
| YTD | +21.2% | +16.9% | +4.3% | +8.7% |
| 1Y | +26.4% | +29.7% | -3.3% | +10.0% |
| 3Y | +77.6% | -4.4% | +82.0% | +54.6% |
| 5Y | +102.6% | +7.1% | +95.5% | +58.3% |
| 10Y | +464.4% | +447.2% | +17.2% | +138.4% |
| All | +3,310.4% | +1,090.0% | +2,220.3% | +979.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling