-2.9%
ONDS vs VCIT
+3.2%
-6.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.8% |
| 7D | +3.8% | +0.7% | +3.1% | +2.4% |
| 30D | -11.3% | +1.8% | -13.1% | -14.1% |
| 3M | -34.5% | -1.6% | -32.9% | -32.8% |
| 6M | -34.1% | -2.1% | -32.0% | -31.5% |
| YTD | -38.8% | -1.6% | -37.3% | -36.8% |
| 1Y | +2.8% | -0.8% | +3.6% | +4.9% |
| 3Y | +1,111.0% | +19.9% | +1,091.0% | +849.4% |
| 5Y | -33.7% | +3.3% | -37.0% | -41.2% |
| All | -2.9% | +3.2% | -6.1% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling