+43.5%
F vs OVV
+34.1%
+9.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.6% | -16.7% | +18.2% | +4.3% |
| 30D | +2.6% | -1.5% | +4.1% | +2.5% |
| 3M | -8.8% | +1.6% | -10.4% | -9.6% |
| 6M | +4.6% | +2.0% | +2.6% | +3.3% |
| YTD | -1.9% | +56.8% | -58.7% | -14.8% |
| 1Y | -0.8% | +64.8% | -65.6% | -15.3% |
| 3Y | +43.5% | +38.3% | +5.2% | +25.5% |
| All | +43.5% | +34.1% | +9.4% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling