+120.9%
FE vs OVV
+46.5%
+74.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -0.5% | -7.3% | +6.7% | 0.0% |
| 30D | +4.3% | -3.6% | +7.9% | +4.5% |
| 3M | +0.4% | -2.6% | +3.0% | +0.4% |
| 6M | +6.9% | +7.6% | -0.6% | +6.2% |
| YTD | +8.0% | +59.6% | -51.6% | +4.2% |
| 1Y | +4.8% | +62.2% | -57.4% | +0.9% |
| 3Y | +49.0% | +49.6% | -0.7% | +42.6% |
| 5Y | +46.2% | +98.9% | -52.7% | +34.8% |
| 10Y | +120.9% | +45.1% | +75.7% | +66.7% |
| All | +120.9% | +46.5% | +74.4% | +66.7% |
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