+65.0%
FERG vs OVV
+84.0%
-19.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -2.1% | -16.7% | +14.6% | +0.6% |
| 30D | +8.7% | -1.5% | +10.2% | +8.7% |
| 3M | -7.4% | +1.6% | -9.0% | -8.0% |
| 6M | -6.6% | +2.0% | -8.7% | -7.7% |
| YTD | +6.6% | +56.8% | -50.2% | -3.3% |
| 1Y | -3.6% | +64.8% | -68.4% | -13.5% |
| 3Y | +56.4% | +38.3% | +18.1% | +41.4% |
| All | +65.0% | +84.0% | -19.0% | +41.5% |
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 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