+42.6%
OVV vs VMC
+140.1%
-97.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.1% |
| 7D | -16.7% | +0.5% | -17.2% | -17.3% |
| 30D | -1.5% | +15.8% | -17.3% | -10.2% |
| 3M | +1.6% | +0.6% | +1.0% | 0.0% |
| 6M | +2.0% | -4.0% | +6.1% | +1.4% |
| YTD | +56.8% | -0.3% | +57.1% | +48.7% |
| 1Y | +64.8% | -0.5% | +65.4% | +56.0% |
| 3Y | +38.3% | +39.6% | -1.3% | +0.1% |
| 5Y | +84.9% | +50.1% | +34.8% | +23.5% |
| All | +42.6% | +140.1% | -97.5% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling