-14.6%
EW vs OVV
+84.0%
-98.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +11.0% | -16.7% | +27.7% | +12.4% |
| 30D | +19.1% | -1.5% | +20.6% | +19.0% |
| 3M | +14.4% | +1.6% | +12.8% | +13.8% |
| 6M | +22.8% | +2.0% | +20.7% | +22.0% |
| YTD | +19.8% | +56.8% | -37.0% | +13.7% |
| 1Y | +23.9% | +64.8% | -40.9% | +16.9% |
| 3Y | +52.2% | +38.3% | +14.0% | +43.5% |
| All | -14.6% | +84.0% | -98.6% | -24.7% |
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