+30.2%
EXC vs OVV
+46.2%
-16.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.7% | -10.7% | +9.0% | -2.0% |
| 30D | +9.3% | -5.3% | +14.6% | +9.2% |
| 3M | +1.0% | +2.4% | -1.3% | +1.1% |
| 6M | +5.9% | +5.7% | +0.3% | +6.1% |
| YTD | +7.6% | +56.8% | -49.1% | +8.4% |
| 1Y | +2.4% | +59.3% | -56.9% | +3.2% |
| 3Y | +30.2% | +49.0% | -18.7% | +31.7% |
| All | +30.2% | +46.2% | -16.0% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling