+62.5%
VUG vs ONON
-10.9%
+73.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | +2.5% | -10.0% | +12.5% | +4.7% |
| 30D | -6.3% | -5.3% | -1.0% | -5.4% |
| 3M | -6.0% | +6.5% | -12.5% | -7.7% |
| 6M | -3.5% | -5.0% | +1.4% | -3.9% |
| YTD | +3.9% | -27.6% | +31.6% | +9.1% |
| 1Y | +5.1% | -20.7% | +25.8% | +7.9% |
| 3Y | +77.9% | +26.6% | +51.2% | +57.1% |
| All | +62.5% | -10.9% | +73.4% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling