+17.2%
OVV vs ESTC
+23.0%
-5.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -1.1% |
| 7D | -16.7% | -11.5% | -5.1% | -14.4% |
| 30D | -1.5% | -7.5% | +6.0% | -0.1% |
| 3M | +1.6% | +23.1% | -21.5% | -4.5% |
| 6M | +2.0% | +75.3% | -73.2% | -12.4% |
| YTD | +56.8% | +14.1% | +42.7% | +46.5% |
| 1Y | +64.8% | -0.6% | +65.4% | +58.4% |
| 3Y | +38.3% | +20.8% | +17.5% | +16.8% |
| 5Y | +84.9% | -48.8% | +133.6% | +83.8% |
| All | +17.2% | +23.0% | -5.7% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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