+56.0%
OVV vs VCLT
+21.5%
+34.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +8.0% | -2.3% | +10.3% | +8.6% |
| 30D | -2.0% | +0.8% | -2.8% | -2.3% |
| 3M | +5.4% | -2.7% | +8.1% | +6.0% |
| 6M | +14.3% | -4.3% | +18.6% | +15.2% |
| YTD | +69.4% | -4.3% | +73.7% | +70.6% |
| 1Y | +72.4% | -4.4% | +76.7% | +73.6% |
| 3Y | +58.4% | +13.8% | +44.6% | +50.8% |
| 5Y | +106.1% | -17.0% | +123.1% | +113.7% |
| All | +56.0% | +21.5% | +34.4% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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