-48.5%
TE vs OVV
+250.3%
-298.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.1% |
| 7D | +18.2% | -3.7% | +21.9% | +18.8% |
| 30D | -13.5% | +8.0% | -21.5% | -14.6% |
| 3M | -44.6% | +11.3% | -55.8% | -45.8% |
| 6M | -24.7% | +24.0% | -48.7% | -27.9% |
| YTD | -24.3% | +65.3% | -89.6% | -30.9% |
| 1Y | +155.6% | +60.2% | +95.4% | +133.3% |
| 3Y | -18.3% | +46.9% | -65.2% | -24.6% |
| 5Y | -41.3% | +158.7% | -200.0% | -47.1% |
| All | -48.5% | +250.3% | -298.8% | -53.6% |
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