+179.3%
EXE vs OVV
+261.5%
-82.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -1.8% | -3.7% | +1.9% | -0.2% |
| 30D | +6.4% | +8.0% | -1.6% | +2.9% |
| 3M | +9.2% | +11.3% | -2.0% | +4.0% |
| 6M | -7.0% | +24.0% | -31.0% | -15.9% |
| YTD | -9.5% | +65.3% | -74.8% | -28.2% |
| 1Y | +6.2% | +60.2% | -53.9% | -14.9% |
| 3Y | +20.7% | +46.9% | -26.2% | -4.1% |
| 5Y | +103.6% | +158.7% | -55.1% | +27.7% |
| All | +179.3% | +261.5% | -82.2% | +63.6% |
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 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