+223.0%
VT vs OVV
+63.7%
+159.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +0.4% | +0.3% | +0.2% | +0.4% |
| 30D | +1.0% | +11.7% | -10.8% | -0.6% |
| 3M | +2.4% | +9.8% | -7.4% | +0.8% |
| 6M | +12.0% | +26.6% | -14.6% | +7.8% |
| YTD | +15.3% | +67.0% | -51.7% | +6.6% |
| 1Y | +22.6% | +55.9% | -33.3% | +14.1% |
| 3Y | +74.7% | +45.5% | +29.2% | +61.4% |
| 5Y | +66.1% | +157.3% | -91.2% | +38.4% |
| All | +223.0% | +63.7% | +159.3% | +129.7% |
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