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  • OVV vs EFX✓SelectedUSD · EFXOVV vs EFX performance historyLatest closeAs of-1.74%09/04
Stock and ETF performance explorer

OVV vs EFX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+171.6%
EFX return
+669.2%
Excess return
-497.5%
Maximum drawdown
-98.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEFXExcessAlpha
1D-1.7%-6.4%+4.6%+0.9%
7D+0.3%-8.6%+8.9%+4.0%
30D+11.7%+0.1%+11.6%+11.2%
3M+9.8%+3.8%+6.0%+6.1%
6M+26.6%-13.5%+40.1%+30.7%
YTD+67.0%-17.7%+84.7%+73.9%
1Y+55.9%-25.6%+81.5%+68.6%
3Y+45.5%-12.1%+57.6%+39.1%
5Y+157.3%-33.8%+191.2%+172.3%
10Y+65.0%+45.1%+19.9%+21.0%
All+171.6%+669.2%-497.5%-16.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling