+77.5%
VUG vs ONON
-22.6%
+100.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.5% |
| 7D | -0.5% | -2.1% | +1.6% | -0.1% |
| 30D | -1.0% | -11.6% | +10.7% | +1.5% |
| 3M | +3.5% | -30.1% | +33.6% | +10.5% |
| 6M | +14.2% | -30.5% | +44.7% | +21.3% |
| YTD | +8.5% | -41.0% | +49.5% | +19.0% |
| 1Y | +12.9% | -36.7% | +49.6% | +21.2% |
| 3Y | +85.6% | -8.6% | +94.2% | +77.1% |
| All | +77.5% | -22.6% | +100.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling