+42.5%
OVV vs VIG
+267.0%
-224.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -3.7% |
| 7D | -10.7% | +0.4% | -11.1% | -11.7% |
| 30D | -5.3% | +4.3% | -9.6% | -11.7% |
| 3M | +2.4% | +2.0% | +0.4% | -1.5% |
| 6M | +5.7% | +10.2% | -4.5% | -10.2% |
| YTD | +56.8% | +14.8% | +42.0% | +23.5% |
| 1Y | +59.3% | +17.5% | +41.8% | +20.7% |
| 3Y | +49.0% | +67.4% | -18.4% | -35.2% |
| 5Y | +88.1% | +63.4% | +24.8% | -14.2% |
| 10Y | +42.5% | +259.9% | -217.3% | -64.7% |
| All | +42.5% | +267.0% | -224.4% | -64.7% |
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