+160.2%
VXUS vs OVV
-44.7%
+204.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | -1.8% | -16.7% | +14.9% | +0.7% |
| 30D | -4.6% | -1.5% | -3.1% | -4.5% |
| 3M | -6.1% | +1.6% | -7.7% | -6.6% |
| 6M | -4.9% | +2.0% | -6.9% | -5.8% |
| YTD | +8.1% | +56.8% | -48.8% | 0.0% |
| 1Y | +12.1% | +64.8% | -52.8% | +2.8% |
| 3Y | +63.9% | +38.3% | +25.6% | +51.4% |
| 5Y | +43.1% | +84.9% | -41.8% | +22.3% |
| 10Y | +139.2% | +54.5% | +84.7% | +72.0% |
| All | +160.2% | -44.7% | +204.9% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling