+1,348.4%
FERG vs OVV
-43.6%
+1,392.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.1% | +2.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -10.2% | +11.7% | -21.9% | -10.5% |
| 3M | -0.6% | +9.8% | -10.4% | -1.0% |
| 6M | -6.5% | +26.6% | -33.1% | -7.5% |
| YTD | +4.2% | +67.0% | -62.8% | +2.0% |
| 1Y | -2.3% | +55.9% | -58.2% | -4.1% |
| 3Y | +48.5% | +45.5% | +3.0% | +45.3% |
| 5Y | +72.0% | +157.3% | -85.3% | +67.4% |
| 10Y | +369.9% | +65.0% | +304.9% | +384.7% |
| All | +1,348.4% | -43.6% | +1,392.1% | +1,426.7% |
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