+50.4%
OVV vs VLTO
+54.1%
-3.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -14.9% | +12.0% | -26.9% | -17.0% |
| 30D | -0.9% | +20.8% | -21.8% | -5.0% |
| 3M | +5.6% | +20.1% | -14.5% | +1.3% |
| 6M | -2.5% | +32.6% | -35.1% | -9.1% |
| YTD | +57.8% | +17.3% | +40.5% | +52.3% |
| 1Y | +70.1% | +17.3% | +52.8% | +63.7% |
| 3Y | +35.1% | +66.9% | -31.8% | +19.1% |
| All | +50.4% | +54.1% | -3.7% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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