+52.7%
IEFA vs OVV
+153.1%
-100.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +1.2% | -3.7% | +4.9% | +1.6% |
| 30D | -0.6% | +8.0% | -8.6% | -1.6% |
| 3M | +6.2% | +11.3% | -5.1% | +4.6% |
| 6M | +11.2% | +24.0% | -12.8% | +7.3% |
| YTD | +14.2% | +65.3% | -51.2% | +5.5% |
| 1Y | +20.0% | +60.2% | -40.1% | +11.2% |
| 3Y | +68.8% | +46.9% | +21.8% | +54.9% |
| 5Y | +52.7% | +158.7% | -106.1% | +26.5% |
| All | +52.7% | +153.1% | -100.5% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling