+104.5%
OVV vs VFC
-68.8%
+173.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.7% |
| 7D | +6.5% | -1.4% | +8.0% | +6.8% |
| 30D | -2.7% | +24.6% | -27.3% | -6.7% |
| 3M | +3.1% | +38.4% | -35.3% | -3.1% |
| 6M | +12.8% | +15.3% | -2.5% | +8.2% |
| YTD | +68.1% | +12.7% | +55.4% | +60.2% |
| 1Y | +73.6% | +32.7% | +41.0% | +59.0% |
| 3Y | +57.6% | +43.7% | +13.9% | +27.9% |
| 5Y | +104.5% | -69.2% | +173.7% | +222.5% |
| All | +104.5% | -68.8% | +173.4% | +222.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling