+396.6%
BAC vs OVV
+63.7%
+332.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.4% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -0.4% | +11.7% | -12.1% | -3.2% |
| 3M | +16.9% | +9.8% | +7.1% | +13.7% |
| 6M | +26.6% | +26.6% | 0.0% | +18.0% |
| YTD | +15.8% | +67.0% | -51.2% | +0.3% |
| 1Y | +27.2% | +55.9% | -28.8% | +11.6% |
| 3Y | +132.4% | +45.5% | +86.9% | +102.7% |
| 5Y | +72.6% | +157.3% | -84.8% | +22.9% |
| All | +396.6% | +63.7% | +332.9% | +163.6% |
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