-24.9%
OVV vs VIG
+623.5%
-648.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.8% |
| 30D | +11.7% | -1.0% | +12.7% | +13.1% |
| 3M | +9.8% | +2.8% | +7.0% | +5.1% |
| 6M | +26.6% | +8.2% | +18.4% | +11.5% |
| YTD | +67.0% | +11.0% | +56.0% | +41.8% |
| 1Y | +55.9% | +16.1% | +39.8% | +23.9% |
| 3Y | +45.5% | +56.2% | -10.7% | -22.9% |
| 5Y | +157.3% | +63.0% | +94.4% | +29.9% |
| 10Y | +65.0% | +241.4% | -176.4% | -61.0% |
| All | -24.9% | +623.5% | -648.5% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling