+42.5%
OVV vs VO
+206.8%
-164.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -4.1% |
| 7D | -10.7% | -0.1% | -10.6% | -10.8% |
| 30D | -5.3% | +0.5% | -5.8% | -6.6% |
| 3M | +2.4% | -1.0% | +3.4% | +3.0% |
| 6M | +5.7% | +6.4% | -0.8% | -5.8% |
| YTD | +56.8% | +13.6% | +43.2% | +24.3% |
| 1Y | +59.3% | +14.5% | +44.8% | +24.4% |
| 3Y | +49.0% | +67.2% | -18.3% | -36.5% |
| 5Y | +88.1% | +36.1% | +52.0% | +13.3% |
| 10Y | +42.5% | +199.3% | -156.8% | -61.9% |
| All | +42.5% | +206.8% | -164.3% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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