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  • EFA vs OVV✓SelectedUSD · OVVEFA vs OVV performance historyLatest closeAs of+0.13%09/04
Stock and ETF performance explorer

EFA vs OVV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+435.2%
OVV return
+162.8%
Excess return
+272.4%
Maximum drawdown
-61.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioOVVExcessAlpha
1D+0.1%-1.7%+1.9%+0.5%
7D+0.6%+0.3%+0.3%+0.5%
30D+0.9%+11.7%-10.9%-1.4%
3M+4.9%+9.8%-4.9%+2.6%
6M+8.6%+26.6%-18.0%+2.7%
YTD+14.6%+67.0%-52.4%+2.4%
1Y+22.6%+55.9%-33.3%+10.6%
3Y+66.5%+45.5%+21.0%+48.3%
5Y+54.5%+157.3%-102.8%+16.1%
10Y+144.8%+65.0%+79.8%+52.6%
All+435.2%+162.8%+272.4%+154.4%

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