+231.8%
VTV vs OVV
+51.8%
+180.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.6% |
| 7D | -0.4% | +1.2% | -1.6% | -0.6% |
| 30D | +3.9% | -2.5% | +6.4% | +4.1% |
| 3M | +2.6% | +0.5% | +2.1% | +2.2% |
| 6M | +11.5% | +8.5% | +3.0% | +9.6% |
| YTD | +22.3% | +64.5% | -42.2% | +12.6% |
| 1Y | +24.5% | +64.7% | -40.2% | +14.6% |
| 3Y | +78.8% | +54.1% | +24.6% | +63.3% |
| 5Y | +78.6% | +95.4% | -16.8% | +52.7% |
| 10Y | +231.8% | +54.9% | +176.9% | +133.1% |
| All | +231.8% | +51.8% | +180.0% | +133.1% |
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