+42.5%
OVV vs VFC
-44.8%
+87.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.9% |
| 7D | -10.7% | +7.7% | -18.4% | -13.2% |
| 30D | -5.3% | +39.2% | -44.5% | -16.1% |
| 3M | +2.4% | +40.3% | -37.9% | -10.0% |
| 6M | +5.7% | +11.4% | -5.7% | -1.7% |
| YTD | +56.8% | +17.5% | +39.2% | +39.8% |
| 1Y | +59.3% | +45.9% | +13.4% | +29.3% |
| 3Y | +49.0% | +47.3% | +1.7% | -4.1% |
| 5Y | +88.1% | -67.2% | +155.3% | +195.8% |
| 10Y | +42.5% | -46.1% | +88.6% | +119.4% |
| All | +42.5% | -44.8% | +87.3% | +119.4% |
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