+42.5%
OVV vs EFX
+63.8%
-21.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.2% |
| 7D | -10.7% | -2.2% | -8.6% | -10.1% |
| 30D | -5.3% | +29.2% | -34.5% | -14.0% |
| 3M | +2.4% | +3.5% | -1.1% | +0.1% |
| 6M | +5.7% | +7.8% | -2.1% | +0.4% |
| YTD | +56.8% | -12.4% | +69.2% | +58.2% |
| 1Y | +59.3% | -8.2% | +67.5% | +57.3% |
| 3Y | +49.0% | +4.7% | +44.3% | +31.7% |
| 5Y | +88.1% | -32.0% | +120.2% | +97.7% |
| 10Y | +42.5% | +69.1% | -26.5% | +6.6% |
| All | +42.5% | +63.8% | -21.3% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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