+274.1%
OVBC vs VT
+356.1%
-82.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.5% | -1.6% | +5.2% | +4.2% |
| 30D | +10.0% | -2.5% | +12.4% | +11.0% |
| 3M | +15.0% | -1.3% | +16.3% | +15.5% |
| 6M | +10.0% | +3.1% | +6.9% | +8.5% |
| YTD | +24.8% | +10.9% | +13.8% | +19.5% |
| 1Y | +41.4% | +12.1% | +29.3% | +34.8% |
| 3Y | +136.9% | +73.9% | +63.0% | +88.9% |
| 5Y | +106.3% | +58.0% | +48.4% | +69.0% |
| 10Y | +174.8% | +225.5% | -50.7% | +81.4% |
| All | +274.1% | +356.1% | -82.0% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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