+50.8%
OVV vs EFX
+40.1%
+10.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | +0.1% |
| 7D | -3.7% | -7.8% | +4.1% | -1.0% |
| 30D | +8.0% | -5.7% | +13.7% | +9.9% |
| 3M | +11.3% | +2.5% | +8.8% | +8.6% |
| 6M | +24.0% | -16.7% | +40.7% | +29.5% |
| YTD | +65.3% | -20.2% | +85.5% | +73.7% |
| 1Y | +60.2% | -31.4% | +91.5% | +78.2% |
| 3Y | +46.9% | -10.5% | +57.4% | +39.0% |
| 5Y | +158.7% | -35.2% | +193.9% | +176.1% |
| 10Y | +50.8% | +40.2% | +10.7% | +23.3% |
| All | +50.8% | +40.1% | +10.8% | +23.3% |
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