+54.8%
OVV vs EFV
+162.4%
-107.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.5% |
| 7D | +6.5% | +0.7% | +5.8% | +5.1% |
| 30D | -2.7% | +2.0% | -4.7% | -6.5% |
| 3M | +3.1% | -1.6% | +4.8% | +4.5% |
| 6M | +12.8% | +5.8% | +7.0% | +0.3% |
| YTD | +68.1% | +15.6% | +52.5% | +24.1% |
| 1Y | +73.6% | +19.0% | +54.7% | +21.6% |
| 3Y | +57.6% | +90.7% | -33.1% | -53.9% |
| 5Y | +104.5% | +92.8% | +11.8% | -40.9% |
| All | +54.8% | +162.4% | -107.6% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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