+21.3%
BAC vs OVV
+92.4%
-71.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | -0.1% |
| 7D | +2.1% | -7.3% | +9.3% | +3.6% |
| 30D | -6.7% | -3.6% | -3.1% | -6.2% |
| 3M | -20.2% | -2.6% | -17.6% | -20.2% |
| 6M | -0.2% | +7.6% | -7.8% | -2.8% |
| YTD | -6.4% | +59.6% | -66.0% | -18.0% |
| 1Y | -3.1% | +62.2% | -65.3% | -15.7% |
| 3Y | +96.7% | +49.6% | +47.1% | +70.4% |
| 5Y | +21.3% | +98.9% | -77.7% | -8.3% |
| All | +21.3% | +92.4% | -71.1% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling