+50.8%
OVV vs VMC
+149.2%
-98.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | -3.7% | -0.5% | -3.2% | -3.4% |
| 30D | +8.0% | -9.1% | +17.1% | +13.8% |
| 3M | +11.3% | -4.1% | +15.4% | +11.9% |
| 6M | +24.0% | -5.5% | +29.5% | +23.7% |
| YTD | +65.3% | -8.9% | +74.2% | +66.8% |
| 1Y | +60.2% | -12.9% | +73.1% | +65.1% |
| 3Y | +46.9% | +22.1% | +24.8% | +16.6% |
| 5Y | +158.7% | +52.7% | +106.0% | +70.9% |
| 10Y | +50.8% | +152.7% | -101.9% | -20.3% |
| All | +50.8% | +149.2% | -98.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VMC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling