+72.2%
F vs OVV
+46.5%
+25.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.3% |
| 7D | -0.2% | -7.3% | +7.0% | +1.3% |
| 30D | +0.9% | -3.6% | +4.5% | +1.4% |
| 3M | -11.3% | -2.6% | -8.7% | -11.3% |
| 6M | +2.0% | +7.6% | -5.5% | -0.8% |
| YTD | -3.2% | +59.6% | -62.8% | -15.0% |
| 1Y | -3.5% | +62.2% | -65.7% | -15.7% |
| 3Y | +48.1% | +49.6% | -1.5% | +28.7% |
| 5Y | -13.5% | +98.9% | -112.4% | -32.0% |
| 10Y | +72.2% | +45.1% | +27.0% | +7.3% |
| All | +72.2% | +46.5% | +25.6% | +7.3% |
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