+202.3%
ECL vs OVV
+58.9%
+143.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +2.9% | +8.0% | -5.2% | +2.0% |
| 30D | +7.5% | -2.0% | +9.5% | +7.6% |
| 3M | +12.2% | +5.4% | +6.8% | +11.3% |
| 6M | +24.6% | +14.3% | +10.3% | +22.0% |
| YTD | +18.8% | +69.4% | -50.7% | +10.3% |
| 1Y | +19.3% | +72.4% | -53.0% | +10.5% |
| 3Y | +78.2% | +58.4% | +19.8% | +63.6% |
| 5Y | +38.8% | +106.1% | -67.3% | +19.0% |
| All | +202.3% | +58.9% | +143.4% | +100.6% |
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