+396.2%
VUG vs OVV
+46.5%
+349.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -1.0% |
| 7D | -1.2% | -7.3% | +6.1% | -0.3% |
| 30D | -8.9% | -3.6% | -5.3% | -8.6% |
| 3M | -5.9% | -2.6% | -3.3% | -5.8% |
| 6M | -3.3% | +7.6% | -10.8% | -4.7% |
| YTD | +3.4% | +59.6% | -56.2% | -3.8% |
| 1Y | +1.9% | +62.2% | -60.3% | -5.6% |
| 3Y | +76.9% | +49.6% | +27.3% | +63.3% |
| 5Y | +63.9% | +98.9% | -35.1% | +42.6% |
| 10Y | +396.2% | +45.1% | +351.1% | +272.7% |
| All | +396.2% | +46.5% | +349.7% | +272.7% |
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