-35.2%
OVV vs VCLT
+102.7%
-137.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -10.7% | +1.2% | -12.0% | -10.7% |
| 30D | -5.3% | +3.4% | -8.7% | -5.2% |
| 3M | +2.4% | -0.9% | +3.3% | +2.4% |
| 6M | +5.7% | -3.1% | +8.8% | +5.6% |
| YTD | +56.8% | -2.4% | +59.1% | +56.7% |
| 1Y | +59.3% | -2.7% | +61.9% | +59.3% |
| 3Y | +49.0% | +16.9% | +32.1% | +48.8% |
| 5Y | +88.1% | -17.0% | +105.1% | +82.0% |
| 10Y | +42.5% | +22.1% | +20.4% | +55.5% |
| All | -35.2% | +102.7% | -137.9% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling