+155.0%
OVV vs VFC
+287.0%
-132.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -16.7% | +11.2% | -27.9% | -20.2% |
| 30D | -1.5% | +41.5% | -43.0% | -14.1% |
| 3M | +1.6% | +38.9% | -37.4% | -11.3% |
| 6M | +2.0% | +6.1% | -4.1% | -3.9% |
| YTD | +56.8% | +14.5% | +42.3% | +40.0% |
| 1Y | +64.8% | +46.0% | +18.9% | +32.3% |
| 3Y | +38.3% | +36.4% | +1.9% | -6.8% |
| 5Y | +84.9% | -67.5% | +152.4% | +140.4% |
| 10Y | +54.5% | -45.8% | +100.4% | +74.6% |
| All | +155.0% | +287.0% | -132.0% | +34.8% |
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