+1,216.9%
VST vs OVV
+49.8%
+1,167.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.3% | +3.9% |
| 7D | +8.9% | +0.3% | +8.6% | +8.8% |
| 30D | +6.2% | +11.7% | -5.5% | +3.8% |
| 3M | -2.7% | +9.8% | -12.5% | -4.8% |
| 6M | -8.4% | +26.6% | -34.9% | -13.3% |
| YTD | -7.2% | +67.0% | -74.2% | -17.2% |
| 1Y | -20.9% | +55.9% | -76.8% | -28.7% |
| 3Y | +384.0% | +45.5% | +338.5% | +339.5% |
| 5Y | +757.1% | +157.3% | +599.7% | +584.8% |
| All | +1,216.9% | +49.8% | +1,167.1% | +731.9% |
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 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