+46.3%
FE vs OVV
+88.6%
-42.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | +0.6% | -14.9% | +15.5% | +1.4% |
| 30D | +6.4% | -0.9% | +7.3% | +6.4% |
| 3M | -0.5% | +5.6% | -6.0% | -0.9% |
| 6M | +4.7% | -2.5% | +7.2% | +4.7% |
| YTD | +8.4% | +57.8% | -49.5% | +5.0% |
| 1Y | +7.2% | +70.1% | -62.8% | +3.4% |
| 3Y | +44.9% | +35.1% | +9.8% | +40.3% |
| 5Y | +46.3% | +86.1% | -39.8% | +36.6% |
| All | +46.3% | +88.6% | -42.3% | +36.6% |
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