+273.5%
ONDS vs VG
-38.0%
+311.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | +8.2% | -2.5% | +10.8% | +8.4% |
| 30D | -16.4% | +11.1% | -27.4% | -17.3% |
| 3M | -26.0% | +14.9% | -40.9% | -27.5% |
| 6M | -22.5% | +18.4% | -40.8% | -26.4% |
| YTD | -21.9% | +116.6% | -138.5% | -34.8% |
| 1Y | +25.7% | +9.4% | +16.4% | +16.2% |
| All | +273.5% | -38.0% | +311.6% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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