+22.1%
EWZ vs OVV
+46.2%
-24.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.4% | -10.7% | +12.1% | +3.1% |
| 30D | -25.1% | -5.3% | -19.8% | -24.6% |
| 3M | -7.7% | +2.4% | -10.1% | -8.4% |
| 6M | -15.8% | +5.7% | -21.5% | -17.2% |
| YTD | +3.6% | +56.8% | -53.1% | -6.6% |
| 1Y | +5.5% | +59.3% | -53.8% | -5.4% |
| 3Y | +22.1% | +49.0% | -26.9% | +5.8% |
| All | +22.1% | +46.2% | -24.1% | +5.8% |
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