-2.9%
ONDS vs VT
+92.7%
-95.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.3% | +5.9% |
| 7D | +3.8% | +0.4% | +3.5% | +3.8% |
| 30D | -11.3% | -2.6% | -8.7% | -4.4% |
| 3M | -34.5% | -3.2% | -31.2% | -28.2% |
| 6M | -34.1% | +0.9% | -35.0% | -32.1% |
| YTD | -38.8% | +11.3% | -50.1% | -48.6% |
| 1Y | +2.8% | +14.0% | -11.2% | -17.8% |
| 3Y | +1,111.0% | +75.8% | +1,035.1% | +338.2% |
| 5Y | -33.7% | +57.8% | -91.5% | -66.0% |
| All | -2.9% | +92.7% | -95.6% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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