+602.1%
EWZ vs OVV
+162.8%
+439.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | +6.5% | +0.3% | +6.2% | +6.4% |
| 30D | +4.8% | +11.7% | -6.9% | +0.9% |
| 3M | +9.9% | +9.8% | +0.1% | +5.8% |
| 6M | +1.9% | +26.6% | -24.6% | -7.3% |
| YTD | +20.3% | +67.0% | -46.7% | -0.7% |
| 1Y | +35.6% | +55.9% | -20.3% | +13.8% |
| 3Y | +43.4% | +45.5% | -2.1% | +17.7% |
| 5Y | +55.9% | +157.3% | -101.4% | -4.9% |
| 10Y | +84.2% | +65.0% | +19.1% | -18.7% |
| All | +602.1% | +162.8% | +439.3% | +153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling