+49.0%
FE vs OVV
+160.2%
-111.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.5% |
| 7D | +1.9% | +0.3% | +1.7% | +1.9% |
| 30D | -1.2% | +11.7% | -12.9% | -1.8% |
| 3M | +3.5% | +9.8% | -6.3% | +2.9% |
| 6M | -6.1% | +26.6% | -32.6% | -7.5% |
| YTD | +7.6% | +67.0% | -59.4% | +4.1% |
| 1Y | +11.9% | +55.9% | -44.0% | +8.6% |
| 3Y | +48.4% | +45.5% | +2.9% | +43.1% |
| All | +49.0% | +160.2% | -111.2% | +35.6% |
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