+489.0%
EWZ vs OVV
+148.3%
+340.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -0.6% |
| 7D | -4.2% | -14.9% | +10.7% | +0.8% |
| 30D | -26.1% | -0.9% | -25.2% | -26.2% |
| 3M | -12.0% | +5.6% | -17.6% | -14.3% |
| 6M | -19.3% | -2.5% | -16.8% | -19.8% |
| YTD | +0.9% | +57.8% | -56.9% | -15.6% |
| 1Y | +3.4% | +70.1% | -66.7% | -16.0% |
| 3Y | +18.6% | +35.1% | -16.5% | -0.4% |
| 5Y | +56.6% | +86.1% | -29.5% | +7.0% |
| 10Y | +50.3% | +55.5% | -5.2% | -31.8% |
| All | +489.0% | +148.3% | +340.7% | +115.6% |
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