+104.5%
OVV vs VYM
+72.5%
+32.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.1% |
| 7D | +6.5% | +3.3% | +3.2% | +1.0% |
| 30D | -2.7% | +3.8% | -6.4% | -8.7% |
| 3M | +3.1% | -0.4% | +3.5% | +3.3% |
| 6M | +12.8% | +7.1% | +5.7% | -0.5% |
| YTD | +68.1% | +17.1% | +51.0% | +25.9% |
| 1Y | +73.6% | +18.4% | +55.3% | +27.2% |
| 3Y | +57.6% | +74.5% | -17.0% | -42.4% |
| 5Y | +104.5% | +72.5% | +32.0% | -21.3% |
| All | +104.5% | +72.5% | +32.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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