+209.7%
VUG vs ONTO
+449.2%
-239.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.0% | -9.2% | -0.3% |
| 7D | +0.5% | +1.4% | -0.9% | -0.5% |
| 30D | -8.2% | -34.1% | +25.9% | +0.9% |
| 3M | -5.4% | -37.1% | +31.6% | +3.9% |
| 6M | -2.5% | -31.8% | +29.3% | +1.8% |
| YTD | +4.2% | +22.9% | -18.7% | -9.5% |
| 1Y | +5.0% | +39.5% | -34.5% | -12.3% |
| 3Y | +81.7% | +57.7% | +24.1% | +29.3% |
| 5Y | +62.5% | +115.8% | -53.3% | -2.4% |
| All | +209.7% | +449.2% | -239.6% | +20.2% |
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