+48.2%
OVV vs VSH
+95.6%
-47.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.4% | -3.2% |
| 7D | -16.7% | -12.9% | -3.7% | -12.0% |
| 30D | -1.5% | -36.9% | +35.4% | +18.0% |
| 3M | +1.6% | -28.8% | +30.3% | +12.4% |
| 6M | +2.0% | -30.3% | +32.3% | +0.8% |
| YTD | +56.8% | +62.4% | -5.6% | -9.9% |
| 1Y | +64.8% | +62.5% | +2.3% | -6.2% |
| 3Y | +38.3% | +7.4% | +30.9% | -8.9% |
| 5Y | +84.9% | +25.4% | +59.5% | +1.6% |
| All | +48.2% | +95.6% | -47.4% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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