+298.0%
VZ vs OVV
+155.6%
+142.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +2.5% |
| 7D | +6.9% | -12.1% | +19.0% | +8.1% |
| 30D | +2.3% | +2.9% | -0.6% | +1.9% |
| 3M | 0.0% | +3.7% | -3.7% | -0.4% |
| 6M | +0.2% | +0.6% | -0.4% | -0.1% |
| YTD | +20.9% | +62.5% | -41.6% | +15.5% |
| 1Y | +25.2% | +72.0% | -46.8% | +18.9% |
| 3Y | +55.9% | +39.1% | +16.7% | +48.8% |
| 5Y | +22.6% | +98.5% | -75.9% | +10.5% |
| 10Y | +68.6% | +60.1% | +8.5% | +37.4% |
| All | +298.0% | +155.6% | +142.4% | +131.8% |
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