+58.4%
OVV vs ESI
+314.4%
-256.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -3.5% |
| 7D | +0.3% | +3.3% | -3.1% | -1.8% |
| 30D | +11.7% | -5.9% | +17.6% | +15.0% |
| 3M | +9.8% | -14.1% | +23.9% | +15.7% |
| 6M | +26.6% | +6.6% | +20.0% | +11.8% |
| YTD | +67.0% | +45.0% | +22.0% | +18.9% |
| 1Y | +55.9% | +41.5% | +14.5% | +11.3% |
| 3Y | +45.5% | +78.8% | -33.3% | -16.3% |
| 5Y | +157.3% | +70.9% | +86.5% | +46.4% |
| All | +58.4% | +314.4% | -256.0% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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