+32.6%
VNQ vs ONTO
+695.7%
-663.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.8% |
| 7D | -0.4% | +9.7% | -10.0% | -1.7% |
| 30D | -2.5% | -8.8% | +6.3% | -1.6% |
| 3M | +1.4% | +4.5% | -3.1% | -1.7% |
| 6M | +4.6% | +56.4% | -51.9% | -6.2% |
| YTD | +10.5% | +78.1% | -67.5% | -3.6% |
| 1Y | +8.4% | +171.3% | -162.9% | -13.2% |
| 3Y | +32.4% | +118.7% | -86.2% | -1.0% |
| 5Y | +5.5% | +269.4% | -263.9% | -36.3% |
| All | +32.6% | +695.7% | -663.1% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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