-16.1%
ONDS vs VFC
-71.2%
+55.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.3% | -4.6% |
| 7D | -3.3% | +1.6% | -4.9% | -3.9% |
| 30D | -16.0% | +25.5% | -41.4% | -25.0% |
| 3M | -42.1% | +41.3% | -83.4% | -51.4% |
| 6M | -41.8% | +22.2% | -64.0% | -47.8% |
| YTD | -47.1% | +16.4% | -63.5% | -51.5% |
| 1Y | -21.3% | +38.4% | -59.8% | -33.5% |
| 3Y | +695.1% | +56.2% | +638.8% | +442.1% |
| 5Y | -50.0% | -68.2% | +18.1% | -20.1% |
| All | -16.1% | -71.2% | +55.1% | +51.0% |
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