+995.4%
TER vs OVV
+58.9%
+936.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.5% |
| 7D | +14.4% | +8.0% | +6.3% | +12.7% |
| 30D | -30.6% | -2.0% | -28.5% | -30.3% |
| 3M | -39.2% | +5.4% | -44.6% | -40.0% |
| 6M | -31.3% | +14.3% | -45.5% | -33.6% |
| YTD | +29.1% | +69.4% | -40.3% | +14.3% |
| 1Y | +47.4% | +72.4% | -24.9% | +30.0% |
| 3Y | +191.2% | +58.4% | +132.8% | +157.9% |
| 5Y | +74.0% | +106.1% | -32.1% | +43.4% |
| All | +995.4% | +58.9% | +936.6% | +633.0% |
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 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