-5.2%
ONDS vs VFC
-78.7%
+73.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.2% |
| 7D | -4.2% | -2.3% | -1.9% | -3.1% |
| 30D | -21.7% | -13.4% | -8.3% | -16.0% |
| 3M | -24.5% | -23.7% | -0.8% | -14.3% |
| 6M | -25.0% | -24.5% | -0.5% | -14.2% |
| YTD | -25.3% | -27.8% | +2.5% | -12.7% |
| 1Y | +33.8% | -13.5% | +47.2% | +42.8% |
| 3Y | +699.3% | -27.1% | +726.5% | +680.4% |
| 5Y | -5.2% | -79.0% | +73.8% | +134.0% |
| All | -5.2% | -78.7% | +73.5% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling