+17.9%
ONDS vs VYM
+110.2%
-92.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.5% |
| 7D | -5.0% | -1.9% | -3.1% | -1.2% |
| 30D | -25.6% | -2.6% | -23.0% | -21.2% |
| 3M | -22.1% | +3.6% | -25.7% | -27.1% |
| 6M | -27.6% | +8.7% | -36.3% | -37.8% |
| YTD | -25.7% | +14.1% | -39.8% | -41.9% |
| 1Y | +30.4% | +17.8% | +12.6% | -2.9% |
| 3Y | +695.0% | +64.5% | +630.4% | +244.3% |
| 5Y | -2.2% | +77.5% | -79.7% | -58.8% |
| All | +17.9% | +110.2% | -92.3% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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