+178.5%
EXE vs OVV
+265.2%
-86.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.4% |
| 7D | -0.3% | +0.3% | -0.5% | -0.4% |
| 30D | +8.5% | +11.7% | -3.3% | +3.4% |
| 3M | +5.5% | +9.8% | -4.3% | +0.9% |
| 6M | -5.9% | +26.6% | -32.5% | -15.6% |
| YTD | -9.7% | +67.0% | -76.7% | -28.7% |
| 1Y | +3.6% | +55.9% | -52.3% | -16.0% |
| 3Y | +18.0% | +45.5% | -27.5% | -5.8% |
| 5Y | +109.4% | +157.3% | -47.9% | +31.3% |
| All | +178.5% | +265.2% | -86.7% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling