+56.5%
OVV vs VICR
+1,508.7%
-1,452.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +1.2% |
| 7D | -3.8% | +1.3% | -5.1% | -4.1% |
| 30D | +1.3% | -11.9% | +13.2% | +2.8% |
| 3M | +14.3% | -35.1% | +49.5% | +19.6% |
| 6M | +21.1% | +8.1% | +13.0% | +11.2% |
| YTD | +66.0% | +67.8% | -1.7% | +37.3% |
| 1Y | +59.3% | +267.3% | -208.0% | +10.0% |
| 3Y | +47.6% | +191.2% | -143.7% | -1.4% |
| 5Y | +162.0% | +48.1% | +113.9% | +84.9% |
| 10Y | +56.5% | +1,546.1% | -1,489.6% | -46.2% |
| All | +56.5% | +1,508.7% | -1,452.2% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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