+854.3%
EEM vs OVV
+151.0%
+703.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.2% |
| 7D | +2.3% | +0.3% | +2.1% | +2.2% |
| 30D | +4.5% | +11.7% | -7.2% | +1.6% |
| 3M | -0.1% | +9.8% | -9.9% | -2.8% |
| 6M | +16.9% | +26.6% | -9.6% | +9.1% |
| YTD | +26.2% | +67.0% | -40.8% | +9.7% |
| 1Y | +40.5% | +55.9% | -15.4% | +23.6% |
| 3Y | +86.2% | +45.5% | +40.7% | +61.0% |
| 5Y | +45.5% | +157.3% | -111.9% | +1.3% |
| 10Y | +128.6% | +65.0% | +63.6% | +26.0% |
| All | +854.3% | +151.0% | +703.3% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling