+54.8%
OVV vs VIG
+262.6%
-207.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.3% |
| 7D | +6.5% | +3.1% | +3.4% | +1.7% |
| 30D | -2.7% | +5.0% | -7.7% | -10.2% |
| 3M | +3.1% | +2.7% | +0.5% | -1.7% |
| 6M | +12.8% | +11.0% | +1.8% | -5.1% |
| YTD | +68.1% | +16.0% | +52.2% | +30.5% |
| 1Y | +73.6% | +16.3% | +57.4% | +33.9% |
| 3Y | +57.6% | +66.8% | -9.2% | -31.0% |
| 5Y | +104.5% | +64.8% | +39.8% | -7.9% |
| All | +54.8% | +262.6% | -207.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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