+147.0%
VXUS vs OVV
+61.5%
+85.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | +2.2% | +11.7% | -9.5% | +0.7% |
| 3M | +3.0% | +9.8% | -6.8% | +1.5% |
| 6M | +10.7% | +26.6% | -15.9% | +6.7% |
| YTD | +17.8% | +67.0% | -49.2% | +9.4% |
| 1Y | +27.6% | +55.9% | -28.3% | +19.2% |
| 3Y | +73.3% | +45.5% | +27.8% | +60.7% |
| 5Y | +54.3% | +157.3% | -103.0% | +29.5% |
| All | +147.0% | +61.5% | +85.4% | +79.3% |
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