+42.5%
OVV vs VSH
+128.2%
-85.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +13.4% | -13.5% | -5.9% |
| 7D | -10.7% | +3.5% | -14.2% | -13.2% |
| 30D | -5.3% | -22.4% | +17.1% | +3.1% |
| 3M | +2.4% | -25.2% | +27.6% | +10.9% |
| 6M | +5.7% | -22.5% | +28.2% | -0.5% |
| YTD | +56.8% | +84.2% | -27.4% | -15.2% |
| 1Y | +59.3% | +87.1% | -27.8% | -15.4% |
| 3Y | +49.0% | +31.7% | +17.3% | -12.7% |
| 5Y | +88.1% | +42.6% | +45.6% | -2.9% |
| 10Y | +42.5% | +116.6% | -74.0% | -36.6% |
| All | +42.5% | +128.2% | -85.7% | -36.6% |
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