+23.9%
ONDS vs FTV
+10.6%
+13.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.6% |
| 7D | -3.5% | -4.5% | +0.9% | -0.2% |
| 30D | -14.1% | -7.1% | -7.0% | -9.4% |
| 3M | -36.3% | -7.2% | -29.2% | -33.2% |
| 6M | -27.5% | -1.5% | -26.0% | -28.0% |
| YTD | -21.9% | +3.5% | -25.4% | -27.9% |
| 1Y | +43.0% | +20.3% | +22.6% | +14.2% |
| 3Y | +697.1% | -3.1% | +700.2% | +685.6% |
| 5Y | -1.2% | +2.3% | -3.5% | -13.4% |
| All | +23.9% | +10.6% | +13.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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