+47.8%
FE vs OVV
+84.0%
-36.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | 0.0% | -16.7% | +16.6% | +0.9% |
| 30D | +5.2% | -1.5% | +6.7% | +5.2% |
| 3M | 0.0% | +1.6% | -1.6% | -0.3% |
| 6M | +5.0% | +2.0% | +3.0% | +4.7% |
| YTD | +7.9% | +56.8% | -48.9% | +4.6% |
| 1Y | +6.3% | +64.8% | -58.5% | +2.7% |
| 3Y | +46.0% | +38.3% | +7.8% | +41.0% |
| All | +47.8% | +84.0% | -36.3% | +38.1% |
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