+72.2%
OVF vs SPY
+172.9%
-100.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -2.4% | -2.7% | +0.3% | -0.4% |
| 30D | -5.5% | -5.4% | -0.1% | -1.6% |
| 3M | -7.3% | -4.1% | -3.2% | -4.3% |
| 6M | -5.6% | +0.7% | -6.3% | -5.8% |
| YTD | +7.7% | +8.7% | -0.9% | +2.1% |
| 1Y | +12.6% | +10.9% | +1.7% | +5.3% |
| 3Y | +69.1% | +75.0% | -5.9% | +16.3% |
| 5Y | +44.3% | +67.8% | -23.4% | +1.1% |
| All | +72.2% | +172.9% | -100.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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