+140.0%
EWJ vs OVV
+55.1%
+84.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +1.0% | -3.8% | +4.8% | +1.4% |
| 30D | +1.0% | +1.3% | -0.3% | +0.8% |
| 3M | +7.2% | +14.3% | -7.1% | +5.6% |
| 6M | +13.9% | +21.1% | -7.2% | +11.1% |
| YTD | +20.8% | +66.0% | -45.2% | +13.9% |
| 1Y | +26.4% | +59.3% | -32.9% | +19.5% |
| 3Y | +71.8% | +47.6% | +24.2% | +61.7% |
| 5Y | +49.9% | +162.0% | -112.1% | +30.9% |
| 10Y | +140.0% | +56.5% | +83.5% | +96.5% |
| All | +140.0% | +55.1% | +84.8% | +96.5% |
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