+62.5%
VWO vs ONON
-8.6%
+71.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -1.8% | -2.1% | +0.3% | -1.6% |
| 30D | -0.1% | -11.6% | +11.5% | +1.1% |
| 3M | +2.2% | -30.1% | +32.3% | +5.6% |
| 6M | +8.8% | -30.5% | +39.3% | +12.0% |
| YTD | +12.4% | -41.0% | +53.4% | +17.5% |
| 1Y | +15.6% | -36.7% | +52.3% | +19.8% |
| 3Y | +62.5% | -8.6% | +71.1% | +59.6% |
| All | +62.5% | -8.6% | +71.2% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling