-20.7%
OVV vs VYM
+492.8%
-513.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +11.7% | -0.5% | +12.3% | +12.5% |
| 3M | +9.8% | +3.0% | +6.8% | +4.7% |
| 6M | +26.6% | +8.2% | +18.3% | +11.3% |
| YTD | +67.0% | +15.8% | +51.2% | +33.0% |
| 1Y | +55.9% | +20.8% | +35.1% | +16.6% |
| 3Y | +45.5% | +65.3% | -19.8% | -29.6% |
| 5Y | +157.3% | +76.6% | +80.8% | +18.9% |
| 10Y | +65.0% | +203.9% | -138.9% | -47.9% |
| All | -20.7% | +492.8% | -513.5% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling