+23.9%
ONDS vs VCIT
+4.0%
+19.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +8.2% | +0.1% | +8.2% | +8.1% |
| 30D | -16.4% | -0.8% | -15.6% | -15.2% |
| 3M | -26.0% | -0.5% | -25.5% | -25.2% |
| 6M | -22.5% | -1.4% | -21.1% | -20.1% |
| YTD | -21.9% | -0.8% | -21.1% | -20.3% |
| 1Y | +25.7% | +0.3% | +25.4% | +26.1% |
| 3Y | +735.5% | +19.2% | +716.3% | +561.2% |
| 5Y | -0.1% | +3.6% | -3.7% | -11.4% |
| All | +23.9% | +4.0% | +19.9% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VCIT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling