+43.6%
EWZ vs OVV
+50.1%
-6.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.5% | -16.7% | +15.2% | +2.4% |
| 30D | -24.5% | -1.5% | -23.0% | -24.4% |
| 3M | -10.7% | +1.6% | -12.3% | -11.4% |
| 6M | -19.1% | +2.0% | -21.1% | -20.2% |
| YTD | +1.6% | +56.8% | -55.2% | -9.6% |
| 1Y | +4.3% | +64.8% | -60.5% | -8.4% |
| 3Y | +19.0% | +38.3% | -19.3% | +5.8% |
| 5Y | +57.7% | +84.9% | -27.2% | +24.6% |
| All | +43.6% | +50.1% | -6.5% | -21.9% |
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