+73.9%
OVLH vs VT
+86.4%
-12.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.5% |
| 30D | -1.2% | -1.4% | +0.3% | -0.2% |
| 3M | -1.5% | -1.4% | -0.1% | -0.6% |
| 6M | +3.5% | +5.5% | -2.0% | -0.2% |
| YTD | +7.0% | +12.8% | -5.9% | -1.6% |
| 1Y | +7.0% | +15.4% | -8.4% | -3.1% |
| 3Y | +58.6% | +76.9% | -18.3% | +6.2% |
| 5Y | +46.2% | +60.4% | -14.2% | +6.5% |
| All | +73.9% | +86.4% | -12.6% | +11.1% |
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