+56.5%
OVV vs EME
+1,266.0%
-1,209.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.8% |
| 7D | -3.8% | +2.7% | -6.5% | -5.4% |
| 30D | +1.3% | -6.8% | +8.1% | +4.9% |
| 3M | +14.3% | -8.8% | +23.2% | +16.5% |
| 6M | +21.1% | +5.0% | +16.1% | +10.7% |
| YTD | +66.0% | +23.5% | +42.5% | +34.5% |
| 1Y | +59.3% | +21.3% | +38.0% | +25.1% |
| 3Y | +47.6% | +241.1% | -193.5% | -51.8% |
| 5Y | +162.0% | +549.2% | -387.2% | -51.7% |
| 10Y | +56.5% | +1,306.4% | -1,249.9% | -81.1% |
| All | +56.5% | +1,266.0% | -1,209.5% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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