+229.5%
EWY vs OVV
+58.9%
+170.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +4.2% | +8.0% | -3.8% | +3.2% |
| 30D | -10.7% | -2.0% | -8.6% | -10.5% |
| 3M | -20.1% | +5.4% | -25.5% | -20.8% |
| 6M | -24.3% | +14.3% | -38.6% | -26.1% |
| YTD | +46.9% | +69.4% | -22.6% | +34.8% |
| 1Y | +55.2% | +72.4% | -17.2% | +42.0% |
| 3Y | +157.0% | +58.4% | +98.6% | +133.8% |
| 5Y | +98.9% | +106.1% | -7.2% | +69.8% |
| All | +229.5% | +58.9% | +170.7% | +149.6% |
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