+171.6%
OVV vs VMC
+662.2%
-490.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.2% |
| 7D | +0.3% | -4.3% | +4.6% | +2.2% |
| 30D | +11.7% | -8.2% | +20.0% | +15.9% |
| 3M | +9.8% | -7.0% | +16.8% | +11.9% |
| 6M | +26.6% | -10.8% | +37.3% | +30.0% |
| YTD | +67.0% | -7.4% | +74.4% | +67.6% |
| 1Y | +55.9% | -9.5% | +65.4% | +57.3% |
| 3Y | +45.5% | +20.5% | +25.0% | +25.6% |
| 5Y | +157.3% | +51.6% | +105.8% | +97.2% |
| 10Y | +65.0% | +150.0% | -85.0% | +5.8% |
| All | +171.6% | +662.2% | -490.6% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling