+158.7%
OVV vs VSXY
+21.5%
+137.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.4% |
| 7D | -3.7% | -6.8% | +3.0% | -3.1% |
| 30D | +8.0% | -20.4% | +28.4% | +10.6% |
| 3M | +11.3% | +2.9% | +8.4% | +10.3% |
| 6M | +24.0% | +67.9% | -43.9% | +13.3% |
| YTD | +65.3% | +44.9% | +20.5% | +53.1% |
| 1Y | +60.2% | +205.9% | -145.8% | +30.2% |
| 3Y | +46.9% | +373.9% | -326.9% | 0.0% |
| 5Y | +158.7% | +23.5% | +135.3% | +104.9% |
| All | +158.7% | +21.5% | +137.2% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling