+72.3%
EWJ vs OVV
+49.8%
+22.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +2.5% | +0.3% | +2.3% | +2.5% |
| 30D | +3.3% | +11.7% | -8.5% | +2.0% |
| 3M | +5.0% | +9.8% | -4.8% | +3.8% |
| 6M | +11.5% | +26.6% | -15.0% | +7.4% |
| YTD | +22.4% | +67.0% | -44.6% | +12.6% |
| 1Y | +30.2% | +55.9% | -25.7% | +20.8% |
| All | +72.3% | +49.8% | +22.5% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling