+17.9%
ONDS vs EFV
+120.5%
-102.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.1% |
| 7D | -5.0% | -2.0% | -3.0% | -2.3% |
| 30D | -25.6% | -0.2% | -25.4% | -25.3% |
| 3M | -22.1% | +9.1% | -31.3% | -30.4% |
| 6M | -27.6% | +11.7% | -39.3% | -36.9% |
| YTD | -25.7% | +17.0% | -42.8% | -39.2% |
| 1Y | +30.4% | +26.7% | +3.7% | -3.8% |
| 3Y | +695.0% | +90.2% | +604.8% | +254.9% |
| 5Y | -2.2% | +96.1% | -98.3% | -57.4% |
| All | +17.9% | +120.5% | -102.7% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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