+58.4%
OVV vs VFC
-68.0%
+126.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.6% |
| 7D | +0.3% | -1.6% | +1.9% | +0.8% |
| 30D | +11.7% | -11.6% | +23.4% | +16.4% |
| 3M | +9.8% | -18.1% | +27.9% | +14.9% |
| 6M | +26.6% | -27.4% | +53.9% | +35.7% |
| YTD | +67.0% | -24.8% | +91.8% | +75.7% |
| 1Y | +55.9% | -8.2% | +64.1% | +48.4% |
| 3Y | +45.5% | -29.1% | +74.6% | +26.0% |
| 5Y | +157.3% | -79.2% | +236.5% | +373.6% |
| All | +58.4% | -68.0% | +126.4% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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