+1,548.3%
FERG vs OVV
-47.1%
+1,595.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | 0.0% | +11.3% | +11.2% |
| 7D | +7.3% | -10.7% | +18.1% | +7.7% |
| 30D | +18.1% | -5.3% | +23.4% | +18.3% |
| 3M | +1.6% | +2.4% | -0.8% | +1.5% |
| 6M | +8.5% | +5.7% | +2.9% | +8.1% |
| YTD | +18.6% | +56.8% | -38.2% | +16.2% |
| 1Y | +5.7% | +59.3% | -53.6% | +3.6% |
| 3Y | +74.0% | +49.0% | +25.0% | +70.2% |
| 5Y | +83.9% | +88.1% | -4.2% | +79.4% |
| 10Y | +494.6% | +42.5% | +452.0% | +515.3% |
| All | +1,548.3% | -47.1% | +1,595.4% | +1,640.2% |
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