-14.1%
OVV vs EFV
+240.5%
-254.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +1.0% |
| 7D | -16.7% | -0.7% | -16.0% | -16.3% |
| 30D | -1.5% | +0.9% | -2.4% | -2.9% |
| 3M | +1.6% | -3.6% | +5.1% | +5.1% |
| 6M | +2.0% | +2.5% | -0.5% | -2.5% |
| YTD | +56.8% | +13.2% | +43.6% | +30.4% |
| 1Y | +64.8% | +20.3% | +44.5% | +27.0% |
| 3Y | +38.3% | +84.9% | -46.6% | -36.8% |
| 5Y | +84.9% | +87.7% | -2.8% | -14.8% |
| 10Y | +54.5% | +160.7% | -106.2% | -32.4% |
| All | -14.1% | +240.5% | -254.6% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling