+156.7%
OVV vs ED
+732.0%
-575.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.1% |
| 7D | -14.9% | +5.2% | -20.0% | -16.3% |
| 30D | -0.9% | +15.5% | -16.5% | -5.4% |
| 3M | +5.6% | +13.0% | -7.5% | +1.4% |
| 6M | -2.5% | +13.1% | -15.6% | -6.5% |
| YTD | +57.8% | +25.3% | +32.5% | +46.2% |
| 1Y | +70.1% | +30.5% | +39.5% | +55.4% |
| 3Y | +35.1% | +49.3% | -14.2% | +15.1% |
| 5Y | +86.1% | +84.6% | +1.5% | +45.3% |
| 10Y | +55.5% | +135.4% | -79.9% | -1.4% |
| All | +156.7% | +732.0% | -575.3% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling