+64.6%
VTI vs ON
+19.2%
+45.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.3% |
| 7D | +2.5% | +12.2% | -9.7% | +0.1% |
| 30D | -1.5% | -3.1% | +1.6% | -1.2% |
| 3M | -3.2% | -12.9% | +9.7% | -1.2% |
| 6M | +2.3% | -38.6% | +40.9% | +9.8% |
| YTD | +11.6% | +31.2% | -19.6% | -0.2% |
| 1Y | +13.8% | +47.6% | -33.9% | -1.3% |
| 3Y | +77.4% | +6.6% | +70.8% | +55.3% |
| All | +64.6% | +19.2% | +45.3% | +29.3% |
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 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