+2.2%
FERG vs OVV
+70.1%
-67.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.9% | -3.5% |
| 7D | +8.2% | +6.5% | +1.6% | +8.6% |
| 30D | +14.4% | -2.7% | +17.0% | +14.1% |
| 3M | +4.3% | +3.1% | +1.2% | +4.5% |
| 6M | +7.9% | +12.8% | -4.9% | +8.8% |
| YTD | +16.3% | +68.1% | -51.9% | +5.2% |
| 1Y | +2.2% | +73.6% | -71.4% | -9.0% |
| All | +2.2% | +70.1% | -67.8% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling