+158.7%
OVV vs VCLT
-15.1%
+173.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +8.0% | -0.6% | +8.6% | +8.0% |
| 3M | +11.3% | -2.2% | +13.5% | +11.6% |
| 6M | +24.0% | -2.9% | +26.9% | +24.4% |
| YTD | +65.3% | -2.1% | +67.4% | +65.5% |
| 1Y | +60.2% | -2.6% | +62.7% | +60.5% |
| 3Y | +46.9% | +12.5% | +34.4% | +42.2% |
| 5Y | +158.7% | -15.3% | +174.0% | +132.1% |
| All | +158.7% | -15.1% | +173.8% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling