+171.6%
OVV vs VFC
+154.0%
+17.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.7% |
| 3M | +9.8% | -18.1% | +27.9% | +15.3% |
| 6M | +26.6% | -27.4% | +53.9% | +36.4% |
| YTD | +67.0% | -24.8% | +91.8% | +76.4% |
| 1Y | +55.9% | -8.2% | +64.1% | +48.6% |
| 3Y | +45.5% | -29.1% | +74.6% | +26.2% |
| 5Y | +157.3% | -79.2% | +236.5% | +298.9% |
| 10Y | +65.0% | -68.1% | +133.1% | +130.4% |
| All | +171.6% | +154.0% | +17.6% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling