+17.6%
ONDS vs VICR
+138.8%
-121.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.4% | -3.9% |
| 7D | -5.1% | +5.0% | -10.1% | -6.8% |
| 30D | -26.0% | -12.5% | -13.5% | -23.1% |
| 3M | -26.4% | -33.6% | +7.2% | -18.0% |
| 6M | -26.4% | +10.7% | -37.1% | -32.6% |
| YTD | -25.9% | +80.6% | -106.5% | -42.4% |
| 1Y | +12.6% | +288.4% | -275.7% | -34.2% |
| 3Y | +706.9% | +213.8% | +493.1% | +363.7% |
| 5Y | -2.4% | +58.8% | -61.3% | -35.5% |
| All | +17.6% | +138.8% | -121.2% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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