+18.1%
EWZ vs OVV
+35.0%
-16.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -1.1% |
| 7D | -4.2% | -14.9% | +10.7% | -2.0% |
| 30D | -26.1% | -0.9% | -25.2% | -26.2% |
| 3M | -12.0% | +5.6% | -17.6% | -13.1% |
| 6M | -19.3% | -2.5% | -16.8% | -19.4% |
| YTD | +0.9% | +57.8% | -56.9% | -9.0% |
| 1Y | +3.4% | +70.1% | -66.7% | -8.4% |
| All | +18.1% | +35.0% | -16.8% | +3.7% |
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 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