+17.9%
ONDS vs VSH
+78.2%
-60.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -5.0% | +3.1% | -8.1% | -6.9% |
| 30D | -25.6% | -5.7% | -19.9% | -22.8% |
| 3M | -22.1% | -42.5% | +20.3% | +6.0% |
| 6M | -27.6% | +82.7% | -110.3% | -56.9% |
| YTD | -25.7% | +118.2% | -143.9% | -61.7% |
| 1Y | +30.4% | +109.7% | -79.3% | -30.5% |
| 3Y | +695.0% | +35.3% | +659.7% | +473.5% |
| 5Y | -2.2% | +65.6% | -67.8% | -43.4% |
| All | +17.9% | +78.2% | -60.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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