-42.5%
OVV vs EMB
+126.5%
-169.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.3% |
| 7D | +6.5% | -0.7% | +7.2% | +7.4% |
| 30D | -2.7% | +0.5% | -3.2% | -3.5% |
| 3M | +3.1% | -2.5% | +5.6% | +6.1% |
| 6M | +12.8% | -2.0% | +14.8% | +14.8% |
| YTD | +68.1% | -0.9% | +69.0% | +67.4% |
| 1Y | +73.6% | -0.3% | +74.0% | +71.4% |
| 3Y | +57.6% | +29.2% | +28.4% | +10.5% |
| 5Y | +104.5% | +7.4% | +97.1% | +83.2% |
| 10Y | +58.4% | +35.8% | +22.6% | +45.2% |
| All | -42.5% | +126.5% | -169.0% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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