+45.1%
OVV vs VFC
-46.8%
+91.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -7.3% | +3.5% | -10.8% | -8.5% |
| 30D | -3.6% | +38.3% | -41.8% | -14.4% |
| 3M | -2.6% | +40.2% | -42.8% | -14.4% |
| 6M | +7.6% | +10.6% | -3.1% | +0.3% |
| YTD | +59.6% | +16.7% | +42.9% | +42.7% |
| 1Y | +62.2% | +45.0% | +17.2% | +31.9% |
| 3Y | +49.6% | +48.8% | +0.8% | -4.4% |
| 5Y | +98.9% | -67.6% | +166.5% | +214.8% |
| 10Y | +45.1% | -47.5% | +92.7% | +121.6% |
| All | +45.1% | -46.8% | +91.9% | +121.6% |
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