+83.5%
OVV vs ED
+80.7%
+2.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.4% |
| 7D | -16.7% | +1.6% | -18.3% | -16.8% |
| 30D | -1.5% | +13.3% | -14.8% | -2.8% |
| 3M | +1.6% | +9.7% | -8.1% | +0.5% |
| 6M | +2.0% | +12.8% | -10.8% | +0.7% |
| YTD | +56.8% | +22.3% | +34.5% | +53.4% |
| 1Y | +64.8% | +26.3% | +38.5% | +60.7% |
| 3Y | +38.3% | +45.0% | -6.8% | +26.6% |
| All | +83.5% | +80.7% | +2.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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