+171.6%
OVV vs VSH
+160.7%
+10.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.2% | -3.3% |
| 7D | +0.3% | +4.1% | -3.8% | -1.3% |
| 30D | +11.7% | -4.2% | +15.9% | +12.4% |
| 3M | +9.8% | -50.0% | +59.8% | +34.4% |
| 6M | +26.6% | +80.2% | -53.6% | -8.8% |
| YTD | +67.0% | +121.1% | -54.1% | +9.9% |
| 1Y | +55.9% | +112.0% | -56.1% | +3.0% |
| 3Y | +45.5% | +22.5% | +23.0% | +13.0% |
| 5Y | +157.3% | +64.0% | +93.3% | +75.8% |
| 10Y | +65.0% | +170.4% | -105.4% | +4.8% |
| All | +171.6% | +160.7% | +10.9% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling