+57.8%
EWZ vs OVV
+84.0%
-26.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.5% | -16.7% | +15.2% | +1.8% |
| 30D | -24.5% | -1.5% | -23.0% | -24.5% |
| 3M | -10.7% | +1.6% | -12.3% | -11.3% |
| 6M | -19.1% | +2.0% | -21.1% | -20.0% |
| YTD | +1.6% | +56.8% | -55.2% | -8.8% |
| 1Y | +4.3% | +64.8% | -60.5% | -7.5% |
| 3Y | +19.0% | +38.3% | -19.3% | +6.5% |
| All | +57.8% | +84.0% | -26.2% | +29.4% |
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