+34.9%
XLV vs OVV
+149.9%
-115.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -4.4% | -2.9% | -1.5% | -4.2% |
| 30D | -1.4% | +0.9% | -2.3% | -1.5% |
| 3M | +8.9% | +11.0% | -2.2% | +7.9% |
| 6M | +9.1% | +22.3% | -13.2% | +7.1% |
| YTD | +7.9% | +65.1% | -57.1% | +3.3% |
| 1Y | +22.7% | +53.1% | -30.4% | +18.0% |
| 3Y | +31.9% | +46.7% | -14.8% | +25.5% |
| 5Y | +34.9% | +155.5% | -120.6% | +24.6% |
| All | +34.9% | +149.9% | -115.1% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling