+392.5%
VNQ vs OVV
+70.9%
+321.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | -2.9% | +11.7% | -14.7% | -5.0% |
| 3M | +0.8% | +9.8% | -9.0% | -1.2% |
| 6M | +2.5% | +26.6% | -24.1% | -2.6% |
| YTD | +10.6% | +67.0% | -56.4% | -0.2% |
| 1Y | +9.1% | +55.9% | -46.8% | -0.8% |
| 3Y | +31.0% | +45.5% | -14.5% | +17.9% |
| 5Y | +4.9% | +157.3% | -152.4% | -19.3% |
| 10Y | +59.5% | +65.0% | -5.5% | +1.3% |
| All | +392.5% | +70.9% | +321.6% | +245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling