+144.1%
EFA vs OVV
+46.5%
+97.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.8% |
| 7D | +1.2% | -7.3% | +8.5% | +2.1% |
| 30D | +0.9% | -3.6% | +4.5% | +1.2% |
| 3M | -3.4% | -2.6% | -0.7% | -3.3% |
| 6M | +2.0% | +7.6% | -5.6% | +0.5% |
| YTD | +10.4% | +59.6% | -49.2% | +3.1% |
| 1Y | +13.3% | +62.2% | -48.9% | +5.4% |
| 3Y | +65.9% | +49.6% | +16.3% | +53.6% |
| 5Y | +51.5% | +98.9% | -47.5% | +31.6% |
| 10Y | +144.1% | +45.1% | +99.0% | +82.0% |
| All | +144.1% | +46.5% | +97.6% | +82.0% |
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