+150.1%
EXE vs OVV
+249.0%
-98.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.5% |
| 7D | -2.2% | -7.3% | +5.1% | +1.0% |
| 30D | -0.3% | -3.6% | +3.3% | +1.0% |
| 3M | -9.3% | -2.6% | -6.7% | -8.6% |
| 6M | -7.2% | +7.6% | -14.8% | -10.8% |
| YTD | -18.9% | +59.6% | -78.5% | -34.9% |
| 1Y | -21.7% | +62.2% | -83.9% | -37.6% |
| 3Y | +21.0% | +49.6% | -28.6% | -4.9% |
| 5Y | +76.0% | +98.9% | -23.0% | +19.7% |
| All | +150.1% | +249.0% | -98.9% | +48.3% |
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