+164.3%
OVV vs VSXY
+99.7%
+64.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | +1.2% | +0.8% | +0.4% | +1.1% |
| 30D | -2.5% | +24.0% | -26.5% | -4.7% |
| 3M | +0.5% | +16.7% | -16.2% | -1.4% |
| 6M | +8.5% | +138.6% | -130.1% | -3.2% |
| YTD | +64.5% | +102.8% | -38.4% | +48.0% |
| 1Y | +64.7% | +214.2% | -149.5% | +38.6% |
| 3Y | +54.1% | +461.4% | -407.2% | +10.6% |
| 5Y | +95.4% | +118.3% | -22.9% | +56.2% |
| All | +164.3% | +99.7% | +64.6% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling