+17.9%
ONDS vs VFC
-82.4%
+100.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.2% |
| 7D | -5.0% | -3.3% | -1.7% | -3.4% |
| 30D | -25.6% | -14.0% | -11.5% | -19.9% |
| 3M | -22.1% | -22.6% | +0.4% | -12.4% |
| 6M | -27.6% | -24.7% | -2.9% | -17.1% |
| YTD | -25.7% | -29.0% | +3.2% | -12.7% |
| 1Y | +30.4% | -13.8% | +44.2% | +39.4% |
| 3Y | +695.0% | -28.2% | +723.2% | +684.9% |
| 5Y | -2.2% | -79.0% | +76.8% | +95.2% |
| All | +17.9% | -82.4% | +100.3% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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