+70.9%
OVV vs ELF
+373.0%
-302.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +3.0% |
| 7D | +6.5% | +3.4% | +3.2% | +5.8% |
| 30D | -2.7% | +5.0% | -7.6% | -3.7% |
| 3M | +3.1% | +22.6% | -19.4% | -1.2% |
| 6M | +12.8% | +104.0% | -91.2% | -3.3% |
| YTD | +68.1% | +49.3% | +18.8% | +50.4% |
| 1Y | +73.6% | +46.0% | +27.6% | +55.7% |
| 3Y | +57.6% | +19.4% | +38.2% | +25.4% |
| 5Y | +104.5% | +262.0% | -157.5% | +5.5% |
| 10Y | +58.4% | +320.5% | -262.1% | -30.8% |
| All | +70.9% | +373.0% | -302.1% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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