+41.6%
EWJ vs OVV
+84.0%
-42.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -5.0% | -16.7% | +11.7% | -3.1% |
| 30D | -10.2% | -1.5% | -8.7% | -10.2% |
| 3M | -7.2% | +1.6% | -8.8% | -7.7% |
| 6M | -3.2% | +2.0% | -5.2% | -4.0% |
| YTD | +9.9% | +56.8% | -46.9% | +2.1% |
| 1Y | +11.0% | +64.8% | -53.9% | +2.2% |
| 3Y | +57.3% | +38.3% | +19.1% | +45.6% |
| All | +41.6% | +84.0% | -42.5% | +23.7% |
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