-76.7%
TE vs OVV
+232.1%
-308.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -3.0% |
| 7D | -10.5% | -10.7% | +0.2% | -9.1% |
| 30D | -32.4% | -5.3% | -27.2% | -32.1% |
| 3M | -60.9% | +2.4% | -63.2% | -61.2% |
| 6M | -62.8% | +5.7% | -68.5% | -63.5% |
| YTD | -65.7% | +56.8% | -122.5% | -68.6% |
| 1Y | -39.9% | +59.3% | -99.2% | -45.1% |
| 3Y | +10.6% | +49.0% | -38.3% | +1.6% |
| 5Y | -79.7% | +88.1% | -167.8% | -81.5% |
| All | -76.7% | +232.1% | -308.8% | -78.9% |
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