+31.8%
BA vs OVV
+50.1%
-18.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | +1.1% | -16.7% | +17.7% | +5.7% |
| 30D | -7.9% | -1.5% | -6.4% | -7.8% |
| 3M | -25.3% | +1.6% | -26.9% | -26.0% |
| 6M | -24.6% | +2.0% | -26.6% | -26.0% |
| YTD | -20.1% | +56.8% | -76.9% | -31.0% |
| 1Y | -11.8% | +64.8% | -76.6% | -25.1% |
| 3Y | -10.1% | +38.3% | -48.4% | -22.1% |
| 5Y | -22.7% | +84.9% | -107.6% | -41.8% |
| All | +31.8% | +50.1% | -18.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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