+309.6%
FE vs OVV
+155.6%
+154.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.7% |
| 7D | +1.7% | -12.1% | +13.8% | +3.2% |
| 30D | +8.1% | +2.9% | +5.2% | +7.6% |
| 3M | -1.3% | +3.7% | -5.0% | -2.0% |
| 6M | +2.9% | +0.6% | +2.3% | +2.3% |
| YTD | +8.6% | +62.5% | -53.9% | +1.3% |
| 1Y | +6.3% | +72.0% | -65.7% | -1.5% |
| 3Y | +45.1% | +39.1% | +6.0% | +35.2% |
| 5Y | +47.1% | +98.5% | -51.3% | +26.0% |
| 10Y | +110.6% | +60.1% | +50.5% | +50.9% |
| All | +309.6% | +155.6% | +154.0% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling