+62.8%
OVV vs BTSG
+495.4%
-432.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | +6.5% | +8.5% | -2.0% | +5.7% |
| 30D | -2.7% | +14.0% | -16.7% | -4.0% |
| 3M | +3.1% | +19.7% | -16.6% | +1.1% |
| 6M | +12.8% | +28.7% | -15.9% | +8.4% |
| YTD | +68.1% | +90.8% | -22.7% | +50.9% |
| 1Y | +73.6% | +112.4% | -38.7% | +52.5% |
| All | +62.8% | +495.4% | -432.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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