+54.8%
OVV vs ET
+161.1%
-106.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.4% |
| 7D | +6.5% | +3.0% | +3.5% | +3.1% |
| 30D | -2.7% | -3.5% | +0.8% | +1.2% |
| 3M | +3.1% | -5.6% | +8.8% | +9.9% |
| 6M | +12.8% | +0.5% | +12.3% | +12.4% |
| YTD | +68.1% | +26.3% | +41.8% | +30.6% |
| 1Y | +73.6% | +25.7% | +48.0% | +35.7% |
| 3Y | +57.6% | +85.1% | -27.5% | -19.9% |
| 5Y | +104.5% | +216.4% | -111.9% | -39.0% |
| All | +54.8% | +161.1% | -106.3% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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