+352.7%
FERG vs OVV
+55.1%
+297.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +0.9% | -3.8% | +4.7% | +1.1% |
| 30D | -15.1% | +1.3% | -16.3% | -15.1% |
| 3M | -4.8% | +14.3% | -19.2% | -5.5% |
| 6M | -2.5% | +21.1% | -23.6% | -3.5% |
| YTD | +1.8% | +66.0% | -64.2% | -0.8% |
| 1Y | -0.3% | +59.3% | -59.6% | -2.7% |
| 3Y | +52.9% | +47.6% | +5.4% | +48.8% |
| 5Y | +69.3% | +162.0% | -92.7% | +64.5% |
| 10Y | +352.7% | +56.5% | +296.2% | +400.3% |
| All | +352.7% | +55.1% | +297.6% | +400.3% |
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