-80.5%
TE vs OVV
+259.0%
-339.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | -19.1% | +8.0% | -27.1% | -20.0% |
| 30D | -34.1% | -2.0% | -32.1% | -34.1% |
| 3M | -60.1% | +5.4% | -65.6% | -60.6% |
| 6M | -66.0% | +14.3% | -80.2% | -67.0% |
| YTD | -71.4% | +69.4% | -140.8% | -74.1% |
| 1Y | -45.3% | +72.4% | -117.6% | -50.6% |
| 3Y | +9.1% | +58.4% | -49.2% | -0.6% |
| 5Y | -82.6% | +106.1% | -188.7% | -84.3% |
| All | -80.5% | +259.0% | -339.5% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling