+152.5%
EXC vs OVV
+63.7%
+88.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.9% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -3.7% | +11.7% | -15.5% | -4.6% |
| 3M | -1.3% | +9.8% | -11.1% | -2.2% |
| 6M | -9.7% | +26.6% | -36.3% | -11.7% |
| YTD | +2.9% | +67.0% | -64.1% | -1.8% |
| 1Y | +4.4% | +55.9% | -51.5% | 0.0% |
| 3Y | +22.2% | +45.5% | -23.3% | +16.2% |
| 5Y | +46.7% | +157.3% | -110.6% | +29.4% |
| All | +152.5% | +63.7% | +88.9% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling