+76.8%
VUG vs ONON
-24.2%
+101.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +0.1% | -3.5% | +3.5% | +0.8% |
| 30D | -1.7% | -30.8% | +29.1% | +5.4% |
| 3M | +2.8% | -29.8% | +32.6% | +9.6% |
| 6M | +13.6% | -34.8% | +48.4% | +22.3% |
| YTD | +8.1% | -42.3% | +50.3% | +19.1% |
| 1Y | +13.1% | -39.5% | +52.6% | +22.5% |
| 3Y | +87.0% | -9.3% | +96.3% | +78.6% |
| All | +76.8% | -24.2% | +101.0% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling