+58.4%
OVV vs VSH
+31.2%
+27.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.4% |
| 7D | +8.0% | +14.3% | -6.3% | +5.6% |
| 30D | -2.0% | -7.9% | +5.8% | -1.5% |
| 3M | +5.4% | -19.9% | +25.3% | +7.6% |
| 6M | +14.3% | -30.5% | +44.8% | +14.4% |
| YTD | +69.4% | +85.7% | -16.2% | +23.3% |
| 1Y | +72.4% | +98.9% | -26.6% | +22.1% |
| 3Y | +58.4% | +32.1% | +26.3% | +17.2% |
| All | +58.4% | +31.2% | +27.2% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling