+102.2%
FE vs OVV
+50.1%
+52.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -1.0% | -16.7% | +15.6% | +0.1% |
| 30D | +4.1% | -1.5% | +5.6% | +4.2% |
| 3M | -1.0% | +1.6% | -2.6% | -1.3% |
| 6M | +4.0% | +2.0% | +2.0% | +3.6% |
| YTD | +6.8% | +56.8% | -50.0% | +3.2% |
| 1Y | +5.3% | +64.8% | -59.6% | +1.3% |
| 3Y | +44.6% | +38.3% | +6.3% | +39.2% |
| 5Y | +44.2% | +84.9% | -40.7% | +33.6% |
| All | +102.2% | +50.1% | +52.1% | +53.9% |
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