+17.6%
ONDS vs VTR
+122.0%
-104.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | -26.0% | +1.1% | -27.1% | -26.4% |
| 3M | -26.4% | +7.9% | -34.3% | -30.1% |
| 6M | -26.4% | +6.2% | -32.6% | -30.2% |
| YTD | -25.9% | +17.7% | -43.6% | -33.8% |
| 1Y | +12.6% | +32.9% | -20.3% | -6.9% |
| 3Y | +706.9% | +129.7% | +577.2% | +349.3% |
| 5Y | -2.4% | +89.3% | -91.7% | -39.2% |
| All | +17.6% | +122.0% | -104.4% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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