-79.7%
TE vs OVV
+84.0%
-163.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | -12.6% | -16.7% | +4.1% | -6.8% |
| 30D | -36.7% | -1.5% | -35.2% | -36.8% |
| 3M | -57.5% | +1.6% | -59.0% | -58.5% |
| 6M | -55.2% | +2.0% | -57.3% | -57.1% |
| YTD | -64.7% | +56.8% | -121.5% | -72.5% |
| 1Y | -35.9% | +64.8% | -100.7% | -51.4% |
| 3Y | -31.8% | +38.3% | -70.1% | -45.7% |
| All | -79.7% | +84.0% | -163.7% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling