+123.1%
EWJ vs OVV
+46.5%
+76.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | -2.4% | -7.3% | +4.9% | -1.7% |
| 30D | -7.6% | -3.6% | -4.1% | -7.4% |
| 3M | -5.9% | -2.6% | -3.3% | -5.8% |
| 6M | -1.5% | +7.6% | -9.0% | -2.6% |
| YTD | +12.6% | +59.6% | -47.0% | +6.4% |
| 1Y | +12.7% | +62.2% | -49.5% | +6.2% |
| 3Y | +63.1% | +49.6% | +13.5% | +53.1% |
| 5Y | +48.2% | +98.9% | -50.7% | +32.6% |
| 10Y | +123.1% | +45.1% | +78.0% | +86.5% |
| All | +123.1% | +46.5% | +76.6% | +86.5% |
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