-59.6%
OVV vs VT
+345.0%
-404.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +2.7% |
| 7D | -14.9% | -4.2% | -10.7% | -10.2% |
| 30D | -0.9% | -5.8% | +4.9% | +6.8% |
| 3M | +5.6% | -5.2% | +10.8% | +12.4% |
| 6M | -2.5% | +0.1% | -2.6% | -5.3% |
| YTD | +57.8% | +8.2% | +49.6% | +35.0% |
| 1Y | +70.1% | +10.1% | +59.9% | +41.5% |
| 3Y | +35.1% | +69.7% | -34.5% | -38.2% |
| 5Y | +86.1% | +53.4% | +32.7% | -0.1% |
| 10Y | +55.5% | +219.2% | -163.7% | -56.3% |
| All | -59.6% | +345.0% | -404.6% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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