+97.8%
VTR vs OVV
+55.1%
+42.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -2.9% | -3.8% | +0.9% | -2.3% |
| 30D | -2.8% | +1.3% | -4.1% | -3.0% |
| 3M | +9.0% | +14.3% | -5.3% | +6.4% |
| 6M | +5.0% | +21.1% | -16.2% | +0.9% |
| YTD | +16.9% | +66.0% | -49.1% | +6.3% |
| 1Y | +34.3% | +59.3% | -25.0% | +22.5% |
| 3Y | +131.6% | +47.6% | +84.0% | +108.5% |
| 5Y | +88.0% | +162.0% | -74.0% | +44.7% |
| 10Y | +97.8% | +56.5% | +41.3% | -4.0% |
| All | +97.8% | +55.1% | +42.6% | -4.0% |
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