+38.3%
OVV vs EFV
+84.2%
-46.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.2% |
| 7D | -16.7% | -0.7% | -16.0% | -16.4% |
| 30D | -1.5% | +0.9% | -2.4% | -2.2% |
| 3M | +1.6% | -3.6% | +5.1% | +3.5% |
| 6M | +2.0% | +2.5% | -0.5% | -0.5% |
| YTD | +56.8% | +13.2% | +43.6% | +37.8% |
| 1Y | +64.8% | +20.3% | +44.5% | +35.7% |
| 3Y | +38.3% | +84.9% | -46.6% | -30.4% |
| All | +38.3% | +84.2% | -46.0% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling