+183.8%
EXC vs OVV
+48.9%
+134.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.7% | -10.7% | +9.0% | -0.9% |
| 30D | +9.3% | -5.3% | +14.6% | +9.7% |
| 3M | +1.0% | +2.4% | -1.3% | +0.7% |
| 6M | +5.9% | +5.7% | +0.3% | +5.1% |
| YTD | +7.6% | +56.8% | -49.1% | +3.1% |
| 1Y | +2.4% | +59.3% | -56.9% | -2.1% |
| 3Y | +30.2% | +49.0% | -18.7% | +23.4% |
| 5Y | +41.4% | +88.1% | -46.8% | +28.2% |
| 10Y | +183.8% | +42.5% | +141.2% | +101.1% |
| All | +183.8% | +48.9% | +134.9% | +101.1% |
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