-8.5%
OVV vs EFV
+258.8%
-267.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +0.3% | +1.5% | -1.2% | -1.5% |
| 30D | +11.7% | +1.7% | +10.0% | +9.3% |
| 3M | +9.8% | +8.6% | +1.2% | -1.1% |
| 6M | +26.6% | +11.7% | +14.9% | +8.0% |
| YTD | +67.0% | +19.3% | +47.7% | +31.5% |
| 1Y | +55.9% | +30.2% | +25.7% | +10.1% |
| 3Y | +45.5% | +91.6% | -46.1% | -35.9% |
| 5Y | +157.3% | +96.4% | +61.0% | +13.6% |
| 10Y | +65.0% | +166.5% | -101.5% | -29.5% |
| All | -8.5% | +258.8% | -267.3% | -76.6% |
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