+23.9%
ONDS vs VSH
+80.6%
-56.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -2.9% |
| 7D | -3.5% | +4.1% | -7.6% | -5.8% |
| 30D | -14.1% | -4.2% | -9.9% | -12.1% |
| 3M | -36.3% | -50.0% | +13.6% | -5.1% |
| 6M | -27.5% | +80.2% | -107.7% | -56.4% |
| YTD | -21.9% | +121.1% | -143.0% | -60.0% |
| 1Y | +43.0% | +112.0% | -69.0% | -24.3% |
| 3Y | +697.1% | +22.5% | +674.5% | +523.6% |
| 5Y | -1.2% | +64.0% | -65.2% | -42.1% |
| All | +23.9% | +80.6% | -56.7% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling