-16.1%
ONDS vs VUG
+112.4%
-128.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -1.5% |
| 7D | -3.3% | +2.5% | -5.8% | -6.8% |
| 30D | -16.0% | -6.3% | -9.7% | -4.8% |
| 3M | -42.1% | -6.0% | -36.1% | -34.3% |
| 6M | -41.8% | -3.5% | -38.2% | -34.8% |
| YTD | -47.1% | +3.9% | -51.1% | -47.2% |
| 1Y | -21.3% | +5.1% | -26.4% | -22.0% |
| 3Y | +695.1% | +77.9% | +617.2% | +281.0% |
| 5Y | -50.0% | +62.4% | -112.5% | -69.8% |
| All | -16.1% | +112.4% | -128.5% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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